+620.7%
GEV vs SAP
+12.2%
+608.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +3.3% | -2.9% | +6.2% | +3.8% |
| 30D | -7.5% | +9.0% | -16.5% | -9.0% |
| 3M | -2.2% | +14.9% | -17.1% | -3.8% |
| 6M | +12.1% | +11.9% | +0.2% | +11.1% |
| YTD | +44.4% | -9.9% | +54.3% | +56.5% |
| 1Y | +57.7% | -19.5% | +77.2% | +82.9% |
| All | +620.7% | +12.2% | +608.5% | +552.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling