+606.9%
GEV vs UL
+20.1%
+586.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -3.2% |
| 7D | -1.9% | -4.1% | +2.2% | -2.9% |
| 30D | -8.7% | -1.2% | -7.5% | -8.9% |
| 3M | +6.6% | +6.0% | +0.6% | +8.1% |
| 6M | +10.2% | -5.5% | +15.7% | +10.4% |
| YTD | +41.6% | -3.3% | +45.0% | +42.8% |
| 1Y | +43.9% | -9.8% | +53.7% | +44.6% |
| All | +606.9% | +20.1% | +586.8% | +597.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling