+53.8%
V vs GEV
+615.2%
-561.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -0.4% | +6.2% | -6.6% | -0.6% |
| 30D | +6.3% | -18.4% | +24.8% | +7.2% |
| 3M | +17.2% | -21.2% | +38.4% | +18.3% |
| 6M | +29.2% | -23.6% | +52.8% | +30.3% |
| YTD | +20.8% | +25.5% | -4.8% | +16.1% |
| 1Y | +25.0% | +42.6% | -17.6% | +18.1% |
| All | +53.8% | +615.2% | -561.4% | +24.8% |
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