+632.4%
GEV vs SITM
+602.7%
+29.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.9% | +2.1% |
| 7D | +1.6% | +3.9% | -2.2% | +0.5% |
| 30D | -7.9% | -6.6% | -1.4% | -6.5% |
| 3M | +5.6% | -11.9% | +17.5% | +7.0% |
| 6M | +13.1% | +81.1% | -68.1% | -10.8% |
| YTD | +46.7% | +80.0% | -33.2% | +14.2% |
| 1Y | +51.3% | +145.8% | -94.5% | +4.1% |
| All | +632.4% | +602.7% | +29.7% | +260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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