+44.2%
GEV vs USB
+32.7%
+11.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -2.1% |
| 7D | +3.7% | +2.6% | +1.2% | +3.0% |
| 30D | -14.7% | +8.4% | -23.1% | -16.8% |
| 3M | -23.4% | -5.5% | -17.9% | -21.8% |
| 6M | -24.3% | +17.7% | -42.1% | -30.9% |
| YTD | +23.2% | +17.6% | +5.6% | +5.7% |
| 1Y | +44.2% | +33.9% | +10.4% | +4.1% |
| All | +44.2% | +32.7% | +11.5% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling