+606.9%
GEV vs SPXU
-68.5%
+675.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.7% | -1.7% |
| 7D | -1.9% | +6.4% | -8.3% | +2.0% |
| 30D | -8.7% | +5.9% | -14.6% | -5.0% |
| 3M | +6.6% | -11.7% | +18.3% | +0.5% |
| 6M | +10.2% | -28.7% | +38.9% | -6.7% |
| YTD | +41.6% | -26.4% | +68.0% | +23.3% |
| 1Y | +43.9% | -35.2% | +79.1% | +18.5% |
| All | +606.9% | -68.5% | +675.4% | +377.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling