+492.6%
GEV vs USB
+52.5%
+440.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -9.8% | 0.0% | -9.8% | -9.8% |
| 30D | -22.3% | +5.8% | -28.2% | -24.7% |
| 3M | -22.6% | -6.0% | -16.6% | -20.4% |
| 6M | -30.7% | +7.8% | -38.5% | -34.4% |
| YTD | +18.7% | +14.6% | +4.1% | +7.6% |
| 1Y | +41.0% | +31.8% | +9.3% | +18.0% |
| All | +492.6% | +52.5% | +440.1% | +326.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling