+425.4%
GLW vs GEV
+748.2%
-322.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.1% | +4.4% | +6.1% |
| 7D | +14.0% | +8.1% | +5.9% | +10.1% |
| 30D | +0.4% | -1.9% | +2.3% | +1.5% |
| 3M | -11.3% | +4.1% | -15.4% | -11.2% |
| 6M | +35.1% | +23.2% | +11.9% | +29.2% |
| YTD | +90.5% | +48.9% | +41.7% | +73.2% |
| 1Y | +132.0% | +62.2% | +69.8% | +104.3% |
| All | +425.4% | +748.2% | -322.8% | +259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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