+9.5%
V vs GEV
+48.2%
-38.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | -0.2% |
| 7D | -3.0% | -1.9% | -1.1% | -3.1% |
| 30D | +1.2% | -8.7% | +9.9% | +0.9% |
| 3M | +13.9% | +6.6% | +7.3% | +13.8% |
| 6M | +17.2% | +10.2% | +7.0% | +16.5% |
| YTD | +5.3% | +41.6% | -36.3% | +4.8% |
| 1Y | +9.5% | +43.9% | -34.4% | +9.7% |
| All | +9.5% | +48.2% | -38.7% | +9.7% |
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