+57.7%
GEV vs SPYM
+20.9%
+36.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.8% |
| 7D | +3.3% | +0.1% | +3.2% | +3.1% |
| 30D | -7.5% | +0.1% | -7.5% | -7.5% |
| 3M | -2.2% | +2.0% | -4.2% | -6.0% |
| 6M | +12.1% | +13.1% | -1.0% | -11.9% |
| YTD | +44.4% | +13.6% | +30.8% | +11.3% |
| 1Y | +57.7% | +20.1% | +37.6% | +4.5% |
| All | +57.7% | +20.9% | +36.7% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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