+627.7%
GEV vs SM
-15.8%
+643.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | -4.0% | +20.3% | -24.3% | -7.1% |
| 3M | +3.4% | +22.9% | -19.5% | -1.2% |
| 6M | +14.7% | +47.8% | -33.1% | +2.2% |
| YTD | +45.8% | +107.5% | -61.7% | +15.8% |
| 1Y | +57.4% | +51.7% | +5.6% | +38.0% |
| All | +627.7% | -15.8% | +643.5% | +671.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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