+627.7%
GEV vs SPMO
+89.4%
+538.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -1.9% |
| 7D | +3.2% | +2.7% | +0.5% | -0.8% |
| 30D | -4.0% | +1.1% | -5.1% | -5.4% |
| 3M | +3.4% | +2.0% | +1.4% | +0.4% |
| 6M | +14.7% | +26.5% | -11.8% | -21.7% |
| YTD | +45.8% | +26.5% | +19.3% | -0.5% |
| 1Y | +57.4% | +27.9% | +29.4% | +6.6% |
| All | +627.7% | +89.4% | +538.3% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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