+57.7%
GEV vs SPXU
-40.4%
+98.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.9% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | -7.5% | +0.8% | -8.3% | -6.7% |
| 3M | -2.2% | -4.7% | +2.5% | -3.4% |
| 6M | +12.1% | -29.6% | +41.7% | -7.3% |
| YTD | +44.4% | -29.9% | +74.3% | +19.3% |
| 1Y | +57.7% | -39.1% | +96.7% | +16.3% |
| All | +57.7% | -40.4% | +98.0% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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