+620.7%
GEV vs WM
+6.4%
+614.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +3.3% | -0.3% | +3.6% | +3.3% |
| 30D | -7.5% | -2.4% | -5.1% | -7.4% |
| 3M | -2.2% | +0.4% | -2.6% | -3.2% |
| 6M | +12.1% | -9.5% | +21.6% | +13.9% |
| YTD | +44.4% | +0.5% | +43.9% | +41.6% |
| 1Y | +57.7% | -1.1% | +58.8% | +56.1% |
| All | +620.7% | +6.4% | +614.3% | +618.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling