+52.4%
GEV vs SPYG
+10.8%
+41.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.3% | -10.6% | -11.2% |
| 7D | -5.1% | -2.8% | -2.4% | -1.1% |
| 30D | -15.8% | -6.2% | -9.6% | -6.9% |
| 3M | -18.2% | -3.6% | -14.6% | -13.1% |
| 6M | -22.4% | +4.8% | -27.1% | -27.5% |
| YTD | +27.7% | +11.0% | +16.8% | +9.5% |
| 1Y | +52.4% | +11.2% | +41.1% | +31.0% |
| All | +52.4% | +10.8% | +41.5% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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