+620.7%
GEV vs SM
-19.2%
+639.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.4% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | -7.5% | +26.3% | -33.8% | -11.3% |
| 3M | -2.2% | +8.7% | -10.8% | -4.0% |
| 6M | +12.1% | +51.7% | -39.6% | -1.5% |
| YTD | +44.4% | +99.0% | -54.7% | +15.6% |
| 1Y | +57.7% | +34.6% | +23.1% | +43.2% |
| All | +620.7% | -19.2% | +639.9% | +669.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling