+627.7%
GEV vs SITM
+552.1%
+75.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.7% |
| 7D | +3.2% | +3.7% | -0.5% | +2.0% |
| 30D | -4.0% | -14.5% | +10.5% | -0.1% |
| 3M | +3.4% | -10.6% | +14.0% | +4.3% |
| 6M | +14.7% | +65.5% | -50.8% | -7.1% |
| YTD | +45.8% | +67.0% | -21.2% | +15.9% |
| 1Y | +57.4% | +138.6% | -81.2% | +8.8% |
| All | +627.7% | +552.1% | +75.6% | +265.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling