+606.9%
GEV vs USFR
+11.3%
+595.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.7% |
| 7D | -1.9% | +0.1% | -2.0% | -1.4% |
| 30D | -8.7% | +0.3% | -9.0% | -6.8% |
| 3M | +6.6% | +1.0% | +5.6% | +13.5% |
| 6M | +10.2% | +1.9% | +8.3% | +20.1% |
| YTD | +41.6% | +2.7% | +39.0% | +51.0% |
| 1Y | +43.9% | +4.0% | +39.9% | +47.8% |
| All | +606.9% | +11.3% | +595.6% | +795.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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