+632.4%
GEV vs SYY
+9.5%
+622.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.6% |
| 7D | +1.6% | +3.9% | -2.3% | +1.5% |
| 30D | -7.9% | -1.7% | -6.2% | -7.9% |
| 3M | +5.6% | +5.2% | +0.4% | +5.2% |
| 6M | +13.1% | -0.2% | +13.3% | +12.3% |
| YTD | +46.7% | +15.4% | +31.4% | +46.6% |
| 1Y | +51.3% | +5.6% | +45.7% | +50.3% |
| All | +632.4% | +9.5% | +622.9% | +707.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling