+627.7%
GEV vs WY
-31.6%
+659.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -2.0% |
| 7D | +3.2% | -1.7% | +4.8% | +3.3% |
| 30D | -4.0% | -9.9% | +5.8% | -3.0% |
| 3M | +3.4% | -7.5% | +10.9% | +4.1% |
| 6M | +14.7% | -5.1% | +19.8% | +14.8% |
| YTD | +45.8% | -2.1% | +47.9% | +45.1% |
| 1Y | +57.4% | -7.3% | +64.7% | +58.1% |
| All | +627.7% | -31.6% | +659.2% | +687.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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