+29.3%
V vs GEV
+46.2%
-16.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.3% | +13.1% | +3.3% |
| 7D | +9.0% | -5.1% | +14.1% | +8.7% |
| 30D | +18.1% | -15.8% | +33.9% | +17.2% |
| 3M | +18.3% | -18.2% | +36.5% | +17.4% |
| 6M | +34.1% | -22.4% | +56.5% | +33.0% |
| YTD | +25.2% | +27.7% | -2.5% | +24.3% |
| 1Y | +29.3% | +52.4% | -23.0% | +26.6% |
| All | +29.3% | +46.2% | -16.9% | +26.6% |
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