+43.9%
GEV vs USAR
+12.3%
+31.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.0% | +3.1% | -1.9% |
| 7D | -1.9% | -9.3% | +7.4% | -0.3% |
| 30D | -8.7% | -15.2% | +6.5% | -6.5% |
| 3M | +6.6% | -21.1% | +27.7% | +9.8% |
| 6M | +10.2% | -21.6% | +31.8% | +12.2% |
| YTD | +41.6% | +34.8% | +6.8% | +34.5% |
| 1Y | +43.9% | +15.6% | +28.2% | +58.7% |
| All | +43.9% | +12.3% | +31.6% | +58.7% |
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