+57.7%
GEV vs SYY
+1.0%
+56.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +3.3% | -2.3% | +5.6% | +3.5% |
| 30D | -7.5% | -4.9% | -2.5% | -7.0% |
| 3M | -2.2% | +8.4% | -10.5% | -4.3% |
| 6M | +12.1% | -7.4% | +19.4% | +11.6% |
| YTD | +44.4% | +11.0% | +33.4% | +45.6% |
| 1Y | +57.7% | -0.2% | +57.9% | +47.8% |
| All | +57.7% | +1.0% | +56.7% | +47.8% |
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