+510.2%
GEV vs TPR
+210.9%
+299.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | -13.2% | +12.1% | -25.3% | -16.8% |
| 30D | -20.6% | +16.7% | -37.3% | -25.1% |
| 3M | -19.5% | -17.4% | -2.1% | -14.7% |
| 6M | -23.3% | +2.3% | -25.6% | -26.2% |
| YTD | +22.2% | +7.1% | +15.1% | +14.0% |
| 1Y | +37.8% | +29.5% | +8.3% | +17.2% |
| All | +510.2% | +210.9% | +299.3% | +275.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling