+606.9%
GEV vs SPG
+51.6%
+555.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -2.9% | -2.9% |
| 7D | -1.9% | -2.2% | +0.3% | -0.8% |
| 30D | -8.7% | -5.8% | -2.9% | -6.1% |
| 3M | +6.6% | -2.8% | +9.4% | +6.8% |
| 6M | +10.2% | +8.9% | +1.3% | +3.3% |
| YTD | +41.6% | +14.3% | +27.3% | +28.6% |
| 1Y | +43.9% | +19.5% | +24.4% | +26.5% |
| All | +606.9% | +51.6% | +555.3% | +416.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling