+627.7%
GEV vs TRV
+68.4%
+559.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | -4.0% | -2.3% | -1.7% | -4.0% |
| 3M | +3.4% | +22.7% | -19.3% | +2.4% |
| 6M | +14.7% | +21.9% | -7.2% | +13.6% |
| YTD | +45.8% | +27.5% | +18.3% | +44.0% |
| 1Y | +57.4% | +36.2% | +21.1% | +54.0% |
| All | +627.7% | +68.4% | +559.2% | +586.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling