+52.4%
GEV vs U
+17.5%
+34.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.9% | -14.2% | -9.5% |
| 7D | -5.1% | +7.5% | -12.6% | -5.5% |
| 30D | -15.8% | -7.0% | -8.8% | -15.6% |
| 3M | -18.2% | +20.6% | -38.7% | -18.6% |
| 6M | -22.4% | +53.2% | -75.5% | -23.5% |
| YTD | +27.7% | -3.9% | +31.6% | +29.4% |
| 1Y | +52.4% | +18.4% | +34.0% | +44.6% |
| All | +52.4% | +17.5% | +34.8% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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