+514.9%
GEV vs SPOT
+129.4%
+385.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.2% | -2.3% |
| 7D | +3.7% | +1.6% | +2.2% | +3.4% |
| 30D | -14.7% | +16.9% | -31.6% | -17.8% |
| 3M | -23.4% | +23.0% | -46.4% | -27.7% |
| 6M | -24.3% | +42.2% | -66.5% | -32.4% |
| YTD | +23.2% | +5.5% | +17.7% | +20.5% |
| 1Y | +44.2% | -5.1% | +49.3% | +47.6% |
| All | +514.9% | +129.4% | +385.4% | +381.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling