+42.6%
GEV vs U
+19.5%
+23.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | +6.2% | +2.8% | +3.4% | +6.2% |
| 30D | -18.4% | +7.6% | -26.0% | -18.5% |
| 3M | -21.2% | +12.7% | -33.9% | -21.5% |
| 6M | -23.6% | +87.0% | -110.5% | -24.6% |
| YTD | +25.5% | +13.6% | +11.9% | +26.8% |
| 1Y | +42.6% | +25.3% | +17.3% | +41.5% |
| All | +42.6% | +19.5% | +23.1% | +41.5% |
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