+518.8%
GEV vs SAP
+22.2%
+496.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -3.0% | -2.5% | -0.5% | -2.7% |
| 30D | -18.9% | +7.5% | -26.3% | -19.8% |
| 3M | -20.1% | +11.6% | -31.7% | -21.7% |
| 6M | -24.6% | +37.6% | -62.2% | -29.6% |
| YTD | +24.0% | -2.0% | +25.9% | +32.4% |
| 1Y | +40.6% | -6.4% | +47.0% | +54.8% |
| All | +518.8% | +22.2% | +496.6% | +452.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling