+63.8%
AMAT vs GEV
+37.6%
+26.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +3.2% |
| 7D | -2.5% | -13.2% | +10.7% | +7.5% |
| 30D | -26.5% | -20.6% | -5.9% | -14.3% |
| 3M | -28.6% | -19.5% | -9.1% | -17.8% |
| 6M | -14.2% | -23.3% | +9.0% | +2.5% |
| YTD | +45.5% | +22.2% | +23.2% | +41.0% |
| All | +63.8% | +37.6% | +26.2% | +51.9% |
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 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