+606.9%
GEV vs SSNC
+25.6%
+581.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.8% |
| 7D | -1.9% | -6.7% | +4.8% | -0.9% |
| 30D | -8.7% | -0.8% | -7.9% | -8.7% |
| 3M | +6.6% | +16.1% | -9.4% | +3.3% |
| 6M | +10.2% | +7.9% | +2.3% | +9.5% |
| YTD | +41.6% | -8.7% | +50.3% | +52.0% |
| 1Y | +43.9% | -9.5% | +53.4% | +55.2% |
| All | +606.9% | +25.6% | +581.3% | +528.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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