+90.5%
AAPL vs GEV
+706.8%
-616.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.9% | +6.4% | +3.8% |
| 7D | -0.5% | -1.9% | +1.4% | -0.3% |
| 30D | +7.1% | -8.7% | +15.8% | +8.0% |
| 3M | +12.1% | +6.6% | +5.5% | +10.2% |
| 6M | +25.4% | +10.2% | +15.2% | +22.4% |
| YTD | +20.5% | +41.6% | -21.2% | +13.9% |
| 1Y | +44.5% | +43.9% | +0.6% | +35.8% |
| All | +90.5% | +706.8% | -616.3% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling