+57.4%
GEV vs SPGI
-18.0%
+75.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -2.8% |
| 7D | +3.2% | -3.1% | +6.2% | +2.3% |
| 30D | -4.0% | +2.0% | -6.1% | -3.3% |
| 3M | +3.4% | +4.3% | -0.9% | +5.5% |
| 6M | +14.7% | -0.2% | +14.9% | +16.5% |
| YTD | +45.8% | -14.8% | +60.6% | +41.8% |
| 1Y | +57.4% | -18.5% | +75.9% | +55.6% |
| All | +57.4% | -18.0% | +75.4% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling