+643.2%
GEV vs TW
-3.5%
+646.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.1% | +3.6% |
| 7D | +8.1% | -3.5% | +11.6% | +8.7% |
| 30D | -1.9% | +0.5% | -2.4% | -2.1% |
| 3M | +4.1% | +4.9% | -0.9% | +1.4% |
| 6M | +23.2% | -17.1% | +40.3% | +29.8% |
| YTD | +48.9% | -3.9% | +52.7% | +47.1% |
| 1Y | +62.2% | -13.3% | +75.4% | +68.4% |
| All | +643.2% | -3.5% | +646.7% | +659.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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