+42.6%
GEV vs SO
+4.8%
+37.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +0.6% |
| 7D | +6.2% | -0.9% | +7.2% | +5.7% |
| 30D | -18.4% | +4.9% | -23.4% | -16.5% |
| 3M | -21.2% | +0.8% | -22.0% | -21.2% |
| 6M | -23.6% | +0.6% | -24.1% | -23.9% |
| YTD | +25.5% | +8.7% | +16.9% | +33.5% |
| 1Y | +42.6% | +4.0% | +38.6% | +45.3% |
| All | +42.6% | +4.8% | +37.8% | +45.3% |
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