+8.0%
GEV vs SUNB
+1.6%
+6.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.9% | -8.0% | -4.4% |
| 7D | +3.2% | +9.4% | -6.2% | -0.6% |
| 30D | -4.0% | -6.9% | +2.9% | -1.1% |
| 3M | +3.4% | -11.3% | +14.7% | +8.2% |
| 6M | +14.7% | -1.8% | +16.5% | +15.4% |
| All | +8.0% | +1.6% | +6.4% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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