+34.1%
V vs GEV
+706.8%
-672.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.1% |
| 7D | -3.0% | -1.9% | -1.1% | -3.0% |
| 30D | +1.2% | -8.7% | +9.9% | +1.7% |
| 3M | +13.9% | +6.6% | +7.3% | +12.7% |
| 6M | +17.2% | +10.2% | +7.0% | +15.1% |
| YTD | +5.3% | +41.6% | -36.3% | +0.9% |
| 1Y | +9.5% | +43.9% | -34.4% | +4.3% |
| All | +34.1% | +706.8% | -672.7% | +8.5% |
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 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