+51.3%
GEV vs TRV
+39.8%
+11.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +4.3% |
| 7D | +1.6% | +1.9% | -0.3% | +2.2% |
| 30D | -7.9% | +1.7% | -9.7% | -7.4% |
| 3M | +5.6% | +23.9% | -18.3% | +12.7% |
| 6M | +13.1% | +26.3% | -13.2% | +21.8% |
| YTD | +46.7% | +30.8% | +15.9% | +61.6% |
| 1Y | +51.3% | +36.3% | +15.0% | +69.5% |
| All | +51.3% | +39.8% | +11.5% | +69.5% |
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