+627.7%
GEV vs SPXU
-69.0%
+696.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -1.2% |
| 7D | +3.2% | +1.3% | +1.9% | +4.0% |
| 30D | -4.0% | +5.1% | -9.1% | -0.7% |
| 3M | +3.4% | -9.1% | +12.5% | -0.6% |
| 6M | +14.7% | -29.6% | +44.3% | -3.7% |
| YTD | +45.8% | -27.7% | +73.5% | +25.5% |
| 1Y | +57.4% | -37.0% | +94.3% | +27.4% |
| All | +627.7% | -69.0% | +696.7% | +386.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling