+514.9%
GEV vs SPG
+72.5%
+442.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +3.7% | +2.0% | +1.8% | +2.9% |
| 30D | -14.7% | +17.2% | -31.9% | -20.8% |
| 3M | -23.4% | +6.3% | -29.7% | -25.5% |
| 6M | -24.3% | +18.7% | -43.0% | -31.4% |
| YTD | +23.2% | +30.1% | -6.9% | +5.3% |
| 1Y | +44.2% | +32.8% | +11.5% | +21.6% |
| All | +514.9% | +72.5% | +442.3% | +322.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling