+57.7%
GEV vs SO
-1.3%
+59.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | -0.3% |
| 7D | +3.3% | -0.2% | +3.5% | +3.2% |
| 30D | -7.5% | -4.6% | -2.9% | -9.4% |
| 3M | -2.2% | -3.0% | +0.9% | -4.2% |
| 6M | +12.1% | -8.3% | +20.3% | +7.7% |
| YTD | +44.4% | +3.5% | +40.9% | +47.5% |
| 1Y | +57.7% | -0.9% | +58.6% | +58.3% |
| All | +57.7% | -1.3% | +59.0% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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