+510.2%
GEV vs U
+86.1%
+424.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.6% |
| 7D | -13.2% | +24.4% | -37.6% | -16.4% |
| 30D | -20.6% | +7.4% | -28.0% | -21.8% |
| 3M | -19.5% | +16.8% | -36.3% | -21.9% |
| 6M | -23.3% | +78.8% | -102.1% | -31.1% |
| YTD | +22.2% | +14.0% | +8.3% | +16.9% |
| 1Y | +37.8% | +16.7% | +21.1% | +30.7% |
| All | +510.2% | +86.1% | +424.1% | +424.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling