+620.7%
GEV vs SPGI
+13.1%
+607.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | -7.5% | +8.4% | -15.9% | -8.8% |
| 3M | -2.2% | +11.8% | -14.0% | -4.7% |
| 6M | +12.1% | +5.7% | +6.4% | +11.0% |
| YTD | +44.4% | -9.7% | +54.1% | +51.2% |
| 1Y | +57.7% | -12.5% | +70.1% | +68.8% |
| All | +620.7% | +13.1% | +607.6% | +511.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling