+57.7%
GEV vs TRI
-38.3%
+95.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.5% | -1.5% |
| 7D | +3.3% | -0.5% | +3.8% | +3.2% |
| 30D | -7.5% | +7.9% | -15.3% | -5.1% |
| 3M | -2.2% | +24.1% | -26.2% | +6.2% |
| 6M | +12.1% | +3.8% | +8.3% | +21.0% |
| YTD | +44.4% | -16.9% | +61.2% | +51.9% |
| 1Y | +57.7% | -38.4% | +96.1% | +66.9% |
| All | +57.7% | -38.3% | +95.9% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling