+84.4%
AAPL vs GEV
+748.2%
-663.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.5% |
| 7D | -2.7% | +8.1% | -10.8% | -3.5% |
| 30D | +1.0% | -1.9% | +2.9% | +1.1% |
| 3M | +5.0% | +4.1% | +0.9% | +3.7% |
| 6M | +23.0% | +23.2% | -0.2% | +18.6% |
| YTD | +16.6% | +48.9% | -32.3% | +9.8% |
| 1Y | +33.4% | +62.2% | -28.8% | +23.5% |
| All | +84.4% | +748.2% | -663.7% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling