+489.9%
GEV vs USB
+53.3%
+436.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.1% | -5.4% | -6.5% |
| 7D | -13.2% | -1.5% | -11.7% | -12.6% |
| 30D | -25.1% | +4.3% | -29.4% | -26.8% |
| 3M | -24.3% | -6.1% | -18.2% | -22.1% |
| 6M | -29.6% | +9.4% | -39.0% | -33.8% |
| YTD | +18.2% | +15.2% | +3.0% | +6.8% |
| 1Y | +38.0% | +32.8% | +5.2% | +15.0% |
| All | +489.9% | +53.3% | +436.6% | +323.8% |
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