+52.4%
GEV vs SYY
+8.7%
+43.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.8% | -13.1% | -9.1% |
| 7D | -5.1% | -6.3% | +1.2% | -5.1% |
| 30D | -15.8% | +0.7% | -16.6% | -16.4% |
| 3M | -18.2% | -6.4% | -11.8% | -18.1% |
| 6M | -22.4% | +7.6% | -30.0% | -25.2% |
| YTD | +27.7% | +7.4% | +20.3% | +27.8% |
| 1Y | +52.4% | +8.3% | +44.1% | +50.6% |
| All | +52.4% | +8.7% | +43.6% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1y: compounded portfolio wealth divided by compounded SYY 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…
1y analysis · Full analysis span regression · 6 months rolling