+514.9%
GEV vs WM
+19.0%
+495.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +3.7% | +3.2% | +0.5% | +4.1% |
| 30D | -14.7% | +13.0% | -27.7% | -13.8% |
| 3M | -23.4% | +9.2% | -32.7% | -22.6% |
| 6M | -24.3% | +13.6% | -38.0% | -24.5% |
| YTD | +23.2% | +12.4% | +10.8% | +22.1% |
| 1Y | +44.2% | +21.2% | +23.0% | +38.5% |
| All | +514.9% | +19.0% | +495.8% | +519.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling