+52.4%
GEV vs SMR
-87.0%
+139.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.8% | -8.3% |
| 7D | -5.1% | -9.5% | +4.4% | -2.9% |
| 30D | -15.8% | -33.2% | +17.4% | -7.9% |
| 3M | -18.2% | -45.9% | +27.8% | -7.7% |
| 6M | -22.4% | -57.9% | +35.5% | -9.0% |
| YTD | +27.7% | -63.8% | +91.5% | +48.2% |
| 1Y | +52.4% | -85.6% | +138.0% | +119.7% |
| All | +52.4% | -87.0% | +139.4% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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