+492.6%
GEV vs TOST
+39.8%
+452.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | -9.8% | +9.4% | -19.2% | -11.9% |
| 30D | -22.3% | +13.5% | -35.8% | -25.1% |
| 3M | -22.6% | -0.1% | -22.4% | -23.1% |
| 6M | -30.7% | +22.5% | -53.2% | -36.1% |
| YTD | +18.7% | -2.4% | +21.1% | +17.4% |
| 1Y | +41.0% | -4.7% | +45.7% | +40.6% |
| All | +492.6% | +39.8% | +452.8% | +401.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling