+49.7%
SPY vs GEV
+730.5%
-680.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | -0.4% | +3.2% | -3.5% | -0.9% |
| 30D | -1.4% | -4.0% | +2.6% | -0.8% |
| 3M | +3.7% | +3.4% | +0.3% | +2.3% |
| 6M | +13.0% | +14.7% | -1.7% | +8.9% |
| YTD | +12.4% | +45.8% | -33.4% | +3.6% |
| 1Y | +18.5% | +57.4% | -38.8% | +6.9% |
| All | +49.7% | +730.5% | -680.8% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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