+492.6%
GEV vs WM
+15.3%
+477.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +0.2% |
| 7D | -9.8% | +1.2% | -11.0% | -9.6% |
| 30D | -22.3% | +13.1% | -35.4% | -21.8% |
| 3M | -22.6% | +3.6% | -26.2% | -22.0% |
| 6M | -30.7% | +8.1% | -38.8% | -30.9% |
| YTD | +18.7% | +8.9% | +9.8% | +17.3% |
| 1Y | +41.0% | +20.3% | +20.7% | +33.5% |
| All | +492.6% | +15.3% | +477.3% | +495.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling