+643.2%
GEV vs SPG
+55.2%
+587.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +2.0% | +2.6% |
| 7D | +8.1% | 0.0% | +8.1% | +8.1% |
| 30D | -1.9% | -4.9% | +3.0% | +0.5% |
| 3M | +4.1% | +3.3% | +0.8% | +0.9% |
| 6M | +23.2% | +11.2% | +12.0% | +14.3% |
| YTD | +48.9% | +17.1% | +31.8% | +33.6% |
| 1Y | +62.2% | +21.6% | +40.6% | +41.5% |
| All | +643.2% | +55.2% | +587.9% | +436.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 3y: compounded portfolio wealth divided by compounded SPG 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…
3y analysis · Full analysis span regression · 6 months rolling