+627.7%
GEV vs SPYM
+50.4%
+577.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.2% |
| 7D | +3.2% | -0.4% | +3.5% | +3.8% |
| 30D | -4.0% | -1.4% | -2.6% | -1.4% |
| 3M | +3.4% | +3.7% | -0.3% | -2.9% |
| 6M | +14.7% | +13.0% | +1.7% | -8.0% |
| YTD | +45.8% | +12.5% | +33.3% | +17.9% |
| 1Y | +57.4% | +18.6% | +38.8% | +16.4% |
| All | +627.7% | +50.4% | +577.3% | +272.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling