+38.0%
GEV vs SGOV
+3.1%
+34.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | 0.0% | -7.5% | -7.5% |
| 7D | -13.2% | -0.3% | -13.0% | -15.0% |
| 30D | -25.1% | 0.0% | -25.1% | -23.8% |
| 3M | -24.3% | +0.3% | -24.6% | -12.9% |
| 6M | -29.6% | +1.2% | -30.8% | +9.1% |
| YTD | +18.2% | +2.5% | +15.7% | +123.2% |
| 1Y | +38.0% | +3.1% | +34.9% | +76.7% |
| All | +38.0% | +3.1% | +34.9% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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