+51.3%
GEV vs SO
-1.6%
+52.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.4% |
| 7D | +1.6% | -1.1% | +2.7% | +1.2% |
| 30D | -7.9% | -5.0% | -2.9% | -9.9% |
| 3M | +5.6% | -5.8% | +11.4% | +2.7% |
| 6M | +13.1% | -7.9% | +21.0% | +8.8% |
| YTD | +46.7% | +2.4% | +44.3% | +49.2% |
| 1Y | +51.3% | -2.3% | +53.6% | +50.7% |
| All | +51.3% | -1.6% | +52.9% | +50.7% |
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