+627.7%
GEV vs USAR
+62.9%
+564.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.9% |
| 7D | +3.2% | -4.4% | +7.6% | +3.5% |
| 30D | -4.0% | -10.4% | +6.4% | -3.4% |
| 3M | +3.4% | -18.4% | +21.8% | +4.4% |
| 6M | +14.7% | -8.8% | +23.5% | +14.8% |
| YTD | +45.8% | +43.4% | +2.4% | +43.6% |
| 1Y | +57.4% | +21.0% | +36.4% | +56.6% |
| All | +627.7% | +62.9% | +564.7% | +888.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling