+606.9%
GEV vs WFC
+67.9%
+539.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.7% |
| 7D | -1.9% | +0.3% | -2.2% | -2.1% |
| 30D | -8.7% | +2.3% | -11.0% | -9.9% |
| 3M | +6.6% | +9.8% | -3.1% | +1.1% |
| 6M | +10.2% | +15.6% | -5.3% | +1.2% |
| YTD | +41.6% | -2.4% | +44.1% | +42.2% |
| 1Y | +43.9% | +13.8% | +30.1% | +31.2% |
| All | +606.9% | +67.9% | +539.0% | +452.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 5y: compounded portfolio wealth divided by compounded WFC 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…
5y analysis · Full analysis span regression · 6 months rolling