+42.6%
GEV vs USAR
-54.5%
+97.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.6% | +1.8% |
| 7D | +6.2% | +8.8% | -2.5% | +4.3% |
| 30D | -18.4% | -28.5% | +10.0% | -13.2% |
| 3M | -21.2% | -56.2% | +34.9% | -8.6% |
| 6M | -23.6% | -68.4% | +44.9% | -7.4% |
| YTD | +25.5% | -32.2% | +57.7% | +31.1% |
| 1Y | +42.6% | -52.3% | +94.9% | +56.1% |
| All | +42.6% | -54.5% | +97.1% | +56.1% |
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