+606.9%
GEV vs XYZ
-6.9%
+613.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -2.7% |
| 7D | -1.9% | -5.2% | +3.3% | -0.2% |
| 30D | -8.7% | 0.0% | -8.7% | -8.9% |
| 3M | +6.6% | +18.7% | -12.1% | -0.2% |
| 6M | +10.2% | +20.5% | -10.3% | +1.6% |
| YTD | +41.6% | +21.5% | +20.1% | +28.6% |
| 1Y | +43.9% | +7.2% | +36.7% | +36.4% |
| All | +606.9% | -6.9% | +613.8% | +610.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling