+606.9%
GEV vs SAP
+7.5%
+599.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.6% |
| 7D | -1.9% | -5.1% | +3.2% | -1.0% |
| 30D | -8.7% | -1.8% | -6.9% | -8.5% |
| 3M | +6.6% | +20.9% | -14.3% | +2.4% |
| 6M | +10.2% | +7.0% | +3.2% | +10.2% |
| YTD | +41.6% | -13.7% | +55.4% | +54.6% |
| 1Y | +43.9% | -19.6% | +63.5% | +64.0% |
| All | +606.9% | +7.5% | +599.4% | +544.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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