+52.4%
GEV vs VMC
+3.7%
+48.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.6% | -13.9% | -10.2% |
| 7D | -5.1% | +12.3% | -17.5% | -7.9% |
| 30D | -15.8% | +21.2% | -37.1% | -20.1% |
| 3M | -18.2% | +4.6% | -22.8% | -18.8% |
| 6M | -22.4% | +3.9% | -26.2% | -23.1% |
| YTD | +27.7% | +5.0% | +22.8% | +17.1% |
| 1Y | +52.4% | +2.6% | +49.7% | +44.1% |
| All | +52.4% | +3.7% | +48.7% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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