+64.7%
T vs GEV
+706.8%
-642.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.4% | +1.4% |
| 7D | -2.4% | -1.9% | -0.5% | -2.6% |
| 30D | +4.3% | -8.7% | +13.0% | +3.7% |
| 3M | +11.6% | +6.6% | +4.9% | +11.8% |
| 6M | -5.6% | +10.2% | -15.8% | -4.9% |
| YTD | +6.6% | +41.6% | -35.1% | +8.7% |
| 1Y | -8.4% | +43.9% | -52.3% | -6.2% |
| All | +64.7% | +706.8% | -642.1% | +75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling