-6.4%
T vs GEV
+46.2%
-52.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.3% | +11.4% | +0.7% |
| 7D | +5.5% | -5.1% | +10.6% | +4.8% |
| 30D | -8.9% | -15.8% | +6.9% | -10.8% |
| 3M | -5.6% | -18.2% | +12.6% | -7.6% |
| 6M | -14.3% | -22.4% | +8.1% | -16.1% |
| YTD | -7.9% | +27.7% | -35.7% | -5.9% |
| 1Y | -6.4% | +52.4% | -58.8% | -2.1% |
| All | -6.4% | +46.2% | -52.6% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling