+52.4%
GEV vs WM
+21.9%
+30.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.6% | -10.9% | -8.0% |
| 7D | -5.1% | +5.9% | -11.1% | -0.7% |
| 30D | -15.8% | +15.4% | -31.2% | -5.5% |
| 3M | -18.2% | +6.3% | -24.5% | -13.0% |
| 6M | -22.4% | +5.6% | -28.0% | -16.4% |
| YTD | +27.7% | +9.9% | +17.8% | +41.7% |
| 1Y | +52.4% | +20.8% | +31.5% | +70.7% |
| All | +52.4% | +21.9% | +30.5% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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