+643.2%
GEV vs SSNC
+28.0%
+615.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.8% | +6.9% | +3.7% |
| 7D | +8.1% | -1.8% | +9.9% | +8.4% |
| 30D | -1.9% | +1.9% | -3.8% | -2.3% |
| 3M | +4.1% | +18.4% | -14.3% | +0.5% |
| 6M | +23.2% | +7.0% | +16.2% | +23.5% |
| YTD | +48.9% | -6.9% | +55.8% | +59.3% |
| 1Y | +62.2% | -8.2% | +70.4% | +75.0% |
| All | +643.2% | +28.0% | +615.2% | +559.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling