+627.7%
GEV vs U
+57.3%
+570.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +3.2% | +4.4% | -1.2% | +2.5% |
| 30D | -4.0% | -1.3% | -2.7% | -3.9% |
| 3M | +3.4% | +49.6% | -46.2% | -3.7% |
| 6M | +14.7% | +100.2% | -85.5% | +0.7% |
| YTD | +45.8% | -3.7% | +49.5% | +43.8% |
| 1Y | +57.4% | -6.5% | +63.9% | +54.5% |
| All | +627.7% | +57.3% | +570.4% | +544.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling