+52.4%
GEV vs TRU
+2.1%
+50.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.6% | -13.9% | -8.1% |
| 7D | -5.1% | +10.5% | -15.7% | -2.5% |
| 30D | -15.8% | +28.7% | -44.5% | -10.6% |
| 3M | -18.2% | +0.7% | -18.8% | -17.5% |
| 6M | -22.4% | +19.3% | -41.7% | -18.9% |
| YTD | +27.7% | -3.7% | +31.5% | +32.7% |
| 1Y | +52.4% | +3.4% | +48.9% | +52.8% |
| All | +52.4% | +2.1% | +50.3% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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