+42.6%
GEV vs WM
+21.7%
+20.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +2.6% |
| 7D | +6.2% | +1.2% | +5.0% | +7.2% |
| 30D | -18.4% | +15.2% | -33.7% | -8.1% |
| 3M | -21.2% | +8.3% | -29.6% | -14.9% |
| 6M | -23.6% | +13.1% | -36.7% | -14.9% |
| YTD | +25.5% | +12.5% | +13.0% | +43.0% |
| 1Y | +42.6% | +21.8% | +20.8% | +68.2% |
| All | +42.6% | +21.7% | +20.9% | +68.2% |
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