+43.9%
GEV vs SPOT
-27.6%
+71.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.9% |
| 7D | -1.9% | -6.9% | +4.9% | -1.9% |
| 30D | -8.7% | +4.1% | -12.8% | -8.8% |
| 3M | +6.6% | +3.7% | +2.9% | +6.7% |
| 6M | +10.2% | -1.6% | +11.8% | +11.1% |
| YTD | +41.6% | -10.2% | +51.8% | +55.1% |
| 1Y | +43.9% | -25.9% | +69.8% | +62.8% |
| All | +43.9% | -27.6% | +71.5% | +62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling