+42.8%
AMZN vs GEV
+735.9%
-693.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.2% |
| 7D | -0.7% | +1.6% | -2.3% | -1.0% |
| 30D | -3.9% | -7.9% | +4.0% | -2.4% |
| 3M | +6.3% | +5.6% | +0.7% | +3.7% |
| 6M | +20.8% | +13.1% | +7.7% | +15.2% |
| YTD | +11.2% | +46.7% | -35.5% | -0.7% |
| 1Y | +11.7% | +51.3% | -39.6% | -1.9% |
| All | +42.8% | +735.9% | -693.1% | -14.7% |
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