+606.9%
GEV vs SPOT
+95.4%
+511.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | -1.9% | -6.9% | +4.9% | -0.2% |
| 30D | -8.7% | +4.1% | -12.8% | -10.0% |
| 3M | +6.6% | +3.7% | +2.9% | +4.6% |
| 6M | +10.2% | -1.6% | +11.8% | +9.1% |
| YTD | +41.6% | -10.2% | +51.8% | +44.5% |
| 1Y | +43.9% | -25.9% | +69.8% | +58.8% |
| All | +606.9% | +95.4% | +511.5% | +477.1% |
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