+620.7%
GEV vs SUI
+5.7%
+615.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | 0.0% |
| 7D | +3.3% | -2.8% | +6.1% | +3.1% |
| 30D | -7.5% | -1.2% | -6.3% | -7.5% |
| 3M | -2.2% | -1.7% | -0.4% | -2.3% |
| 6M | +12.1% | -10.5% | +22.6% | +12.3% |
| YTD | +44.4% | -1.8% | +46.2% | +44.1% |
| 1Y | +57.7% | -4.1% | +61.7% | +57.7% |
| All | +620.7% | +5.7% | +615.0% | +618.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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