+627.7%
GEV vs TRI
-33.9%
+661.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.3% |
| 7D | +3.2% | -8.4% | +11.6% | +2.3% |
| 30D | -4.0% | -6.5% | +2.4% | -4.5% |
| 3M | +3.4% | +18.6% | -15.2% | +4.7% |
| 6M | +14.7% | -10.4% | +25.1% | +20.4% |
| YTD | +45.8% | -23.7% | +69.5% | +62.5% |
| 1Y | +57.4% | -42.5% | +99.8% | +99.2% |
| All | +627.7% | -33.9% | +661.5% | +730.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling