+643.2%
GEV vs USAR
+68.7%
+574.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | +8.1% | +2.3% | +5.8% | +7.9% |
| 30D | -1.9% | -8.6% | +6.7% | -1.4% |
| 3M | +4.1% | -20.5% | +24.6% | +5.2% |
| 6M | +23.2% | +1.2% | +22.0% | +22.7% |
| YTD | +48.9% | +48.4% | +0.5% | +46.3% |
| 1Y | +62.2% | +30.6% | +31.6% | +60.9% |
| All | +643.2% | +68.7% | +574.5% | +907.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling