+131.8%
AMAT vs GEV
+748.2%
-616.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +2.4% |
| 7D | +7.0% | +8.1% | -1.1% | +2.9% |
| 30D | -12.2% | -1.9% | -10.3% | -11.4% |
| 3M | -3.8% | +4.1% | -7.9% | -4.4% |
| 6M | +45.9% | +23.2% | +22.7% | +35.3% |
| YTD | +84.6% | +48.9% | +35.7% | +58.5% |
| 1Y | +193.4% | +62.2% | +131.2% | +140.3% |
| All | +131.8% | +748.2% | -616.4% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling