+620.7%
GEV vs SPG
+53.5%
+567.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | +3.3% | -2.4% | +5.7% | +4.5% |
| 30D | -7.5% | -6.8% | -0.6% | -4.3% |
| 3M | -2.2% | +2.7% | -4.8% | -5.0% |
| 6M | +12.1% | +5.5% | +6.6% | +7.1% |
| YTD | +44.4% | +15.7% | +28.7% | +30.3% |
| 1Y | +57.7% | +20.9% | +36.8% | +37.8% |
| All | +620.7% | +53.5% | +567.3% | +423.1% |
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