+632.4%
GEV vs TRI
-33.6%
+666.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.8% |
| 7D | +1.6% | -7.9% | +9.5% | +0.8% |
| 30D | -7.9% | -4.5% | -3.4% | -8.2% |
| 3M | +5.6% | +22.1% | -16.5% | +6.9% |
| 6M | +13.1% | -2.8% | +15.8% | +17.1% |
| YTD | +46.7% | -23.4% | +70.2% | +63.6% |
| 1Y | +51.3% | -41.5% | +92.8% | +90.6% |
| All | +632.4% | -33.6% | +666.0% | +736.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling