+57.7%
GEV vs UL
-8.6%
+66.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.3% | -1.3% | +4.6% | +2.7% |
| 30D | -7.5% | +0.5% | -7.9% | -7.1% |
| 3M | -2.2% | +17.6% | -19.8% | +2.2% |
| 6M | +12.1% | -5.4% | +17.5% | +13.2% |
| YTD | +44.4% | +0.7% | +43.7% | +50.1% |
| 1Y | +57.7% | -9.3% | +66.9% | +68.3% |
| All | +57.7% | -8.6% | +66.3% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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