+632.4%
GEV vs SU
+105.9%
+526.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.8% | +3.7% |
| 7D | +1.6% | +2.2% | -0.6% | +0.8% |
| 30D | -7.9% | +8.4% | -16.4% | -10.8% |
| 3M | +5.6% | +12.1% | -6.5% | +0.8% |
| 6M | +13.1% | +19.7% | -6.6% | +2.3% |
| YTD | +46.7% | +58.4% | -11.7% | +13.2% |
| 1Y | +51.3% | +67.2% | -15.9% | +12.4% |
| All | +632.4% | +105.9% | +526.5% | +380.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 3y: compounded portfolio wealth divided by compounded SU 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…
3y analysis · Full analysis span regression · 6 months rolling