+620.7%
GEV vs USB
+61.1%
+559.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +3.3% | +1.4% | +1.9% | +2.5% |
| 30D | -7.5% | -1.3% | -6.2% | -6.8% |
| 3M | -2.2% | +15.2% | -17.4% | -10.1% |
| 6M | +12.1% | +18.8% | -6.7% | +1.0% |
| YTD | +44.4% | +21.0% | +23.4% | +27.7% |
| 1Y | +57.7% | +34.0% | +23.6% | +31.4% |
| All | +620.7% | +61.1% | +559.6% | +406.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling