+7.7%
V vs GEV
+62.5%
-54.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.7% | +3.3% | -5.0% | -1.6% |
| 30D | +2.0% | -7.5% | +9.4% | +1.7% |
| 3M | +17.4% | -2.2% | +19.5% | +17.2% |
| 6M | +17.5% | +12.1% | +5.4% | +16.9% |
| YTD | +7.6% | +44.4% | -36.8% | +7.3% |
| 1Y | +7.7% | +57.7% | -49.9% | +7.3% |
| All | +7.7% | +62.5% | -54.8% | +7.3% |
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