+632.4%
GEV vs XYZ
-6.7%
+639.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +1.6% | -4.3% | +5.9% | +3.1% |
| 30D | -7.9% | +1.2% | -9.1% | -8.5% |
| 3M | +5.6% | +14.6% | -9.0% | 0.0% |
| 6M | +13.1% | +22.6% | -9.5% | +3.6% |
| YTD | +46.7% | +21.7% | +25.0% | +33.1% |
| 1Y | +51.3% | +6.7% | +44.6% | +43.8% |
| All | +632.4% | -6.7% | +639.2% | +636.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling