+620.7%
GEV vs SO
+37.4%
+583.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.2% |
| 3M | -2.2% | -3.0% | +0.9% | -3.3% |
| 6M | +12.1% | -8.3% | +20.3% | +8.7% |
| YTD | +44.4% | +3.5% | +40.9% | +46.8% |
| 1Y | +57.7% | -0.9% | +58.6% | +58.6% |
| All | +620.7% | +37.4% | +583.3% | +561.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling