+57.7%
GEV vs USAR
+27.9%
+29.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +3.3% | -2.1% | +5.4% | +3.6% |
| 30D | -7.5% | +2.6% | -10.1% | -8.2% |
| 3M | -2.2% | -35.0% | +32.8% | +2.9% |
| 6M | +12.1% | -6.9% | +19.0% | +11.3% |
| YTD | +44.4% | +48.0% | -3.6% | +35.3% |
| 1Y | +57.7% | +24.8% | +32.9% | +71.4% |
| All | +57.7% | +27.9% | +29.8% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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