+43.9%
GEV vs U
-8.3%
+52.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.8% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -8.7% | -4.1% | -4.6% | -8.5% |
| 3M | +6.6% | +57.8% | -51.2% | +3.4% |
| 6M | +10.2% | +103.5% | -93.3% | +4.5% |
| YTD | +41.6% | -4.8% | +46.4% | +44.3% |
| 1Y | +43.9% | -2.4% | +46.3% | +41.9% |
| All | +43.9% | -8.3% | +52.2% | +41.9% |
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