+606.9%
GEV vs SPYM
+49.5%
+557.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -1.7% |
| 7D | -1.9% | -2.0% | +0.1% | +1.9% |
| 30D | -8.7% | -1.6% | -7.1% | -5.7% |
| 3M | +6.6% | +4.7% | +1.9% | -1.8% |
| 6M | +10.2% | +12.6% | -2.3% | -10.9% |
| YTD | +41.6% | +11.8% | +29.8% | +15.9% |
| 1Y | +43.9% | +17.5% | +26.3% | +8.2% |
| All | +606.9% | +49.5% | +557.4% | +266.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling