+57.7%
GEV vs TRV
+34.7%
+23.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.4% |
| 7D | +3.3% | -0.1% | +3.4% | +3.2% |
| 30D | -7.5% | -3.4% | -4.0% | -8.5% |
| 3M | -2.2% | +26.4% | -28.6% | +4.8% |
| 6M | +12.1% | +19.3% | -7.2% | +18.4% |
| YTD | +44.4% | +28.3% | +16.1% | +57.8% |
| 1Y | +57.7% | +34.3% | +23.4% | +74.2% |
| All | +57.7% | +34.7% | +23.0% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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