+34.6%
V vs GEV
+748.2%
-713.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -1.9% |
| 7D | -1.1% | +8.1% | -9.2% | -1.5% |
| 30D | +1.9% | -1.9% | +3.8% | +1.9% |
| 3M | +15.5% | +4.1% | +11.5% | +14.7% |
| 6M | +16.6% | +23.2% | -6.6% | +13.5% |
| YTD | +5.7% | +48.9% | -43.1% | +1.0% |
| 1Y | +8.6% | +62.2% | -53.6% | +2.2% |
| All | +34.6% | +748.2% | -713.6% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling