+514.9%
GEV vs WFC
+62.5%
+452.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +3.7% | +2.5% | +1.2% | +2.5% |
| 30D | -14.7% | +7.0% | -21.7% | -17.6% |
| 3M | -23.4% | -1.8% | -21.7% | -23.0% |
| 6M | -24.3% | +18.4% | -42.7% | -31.4% |
| YTD | +23.2% | -5.6% | +28.8% | +25.5% |
| 1Y | +44.2% | +3.9% | +40.4% | +38.8% |
| All | +514.9% | +62.5% | +452.3% | +387.2% |
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