+627.7%
GEV vs TRU
-1.4%
+629.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | +3.2% | -6.5% | +9.6% | +4.8% |
| 30D | -4.0% | -2.5% | -1.5% | -3.7% |
| 3M | +3.4% | +10.4% | -7.0% | -1.1% |
| 6M | +14.7% | +1.6% | +13.1% | +11.7% |
| YTD | +45.8% | -9.7% | +55.5% | +47.2% |
| 1Y | +57.4% | -17.3% | +74.6% | +64.8% |
| All | +627.7% | -1.4% | +629.1% | +556.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling