+51.3%
GEV vs SPYM
+18.2%
+33.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +1.9% |
| 7D | +1.6% | -0.8% | +2.4% | +3.3% |
| 30D | -7.9% | -1.1% | -6.9% | -5.8% |
| 3M | +5.6% | +3.9% | +1.7% | -2.1% |
| 6M | +13.1% | +13.6% | -0.6% | -12.1% |
| YTD | +46.7% | +12.7% | +34.0% | +14.9% |
| 1Y | +51.3% | +17.6% | +33.7% | +6.4% |
| All | +51.3% | +18.2% | +33.1% | +6.4% |
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