+534.9%
GEV vs USB
+56.4%
+478.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.5% | +4.6% | +5.9% |
| 7D | -3.8% | +0.8% | -4.6% | -4.2% |
| 30D | -17.4% | +6.8% | -24.2% | -20.2% |
| 3M | -16.2% | -3.8% | -12.4% | -14.8% |
| 6M | -20.2% | +11.7% | -31.9% | -25.8% |
| YTD | +27.2% | +17.5% | +9.7% | +13.9% |
| 1Y | +44.6% | +33.8% | +10.8% | +20.2% |
| All | +534.9% | +56.4% | +478.5% | +352.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling