+643.2%
GEV vs TPR
+169.5%
+473.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.7% | +6.9% | +4.4% |
| 7D | +8.1% | -3.4% | +11.5% | +9.3% |
| 30D | -1.9% | -27.3% | +25.4% | +9.1% |
| 3M | +4.1% | -16.2% | +20.3% | +8.6% |
| 6M | +23.2% | -17.9% | +41.1% | +28.9% |
| YTD | +48.9% | -7.1% | +56.0% | +46.6% |
| 1Y | +62.2% | +13.6% | +48.6% | +44.2% |
| All | +643.2% | +169.5% | +473.6% | +382.6% |
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