+62.1%
T vs GEV
+730.5%
-668.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.9% |
| 7D | -3.1% | +3.2% | -6.2% | -2.9% |
| 30D | +4.6% | -4.0% | +8.6% | +4.3% |
| 3M | +12.2% | +3.4% | +8.8% | +12.5% |
| 6M | -6.5% | +14.7% | -21.2% | -5.6% |
| YTD | +4.9% | +45.8% | -40.9% | +7.2% |
| 1Y | -10.5% | +57.4% | -67.9% | -8.0% |
| All | +62.1% | +730.5% | -668.4% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling