+33.9%
AAPL vs GEV
+62.5%
-28.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +0.1% | +3.3% | -3.2% | 0.0% |
| 30D | +3.0% | -7.5% | +10.4% | +3.2% |
| 3M | +2.9% | -2.2% | +5.1% | +2.3% |
| 6M | +22.1% | +12.1% | +10.0% | +19.5% |
| YTD | +18.0% | +44.4% | -26.4% | +14.5% |
| 1Y | +33.9% | +57.7% | -23.7% | +30.8% |
| All | +33.9% | +62.5% | -28.6% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling