+620.7%
GEV vs U
+54.0%
+566.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +3.3% | -3.8% | +7.1% | +3.9% |
| 30D | -7.5% | +17.5% | -24.9% | -10.1% |
| 3M | -2.2% | +38.7% | -40.9% | -7.7% |
| 6M | +12.1% | +104.4% | -92.3% | -2.1% |
| YTD | +44.4% | -5.7% | +50.1% | +42.8% |
| 1Y | +57.7% | +3.7% | +54.0% | +50.5% |
| All | +620.7% | +54.0% | +566.7% | +540.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling