+11.7%
AMZN vs GEV
+47.9%
-36.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.5% |
| 7D | -0.7% | +1.6% | -2.3% | -0.9% |
| 30D | -3.9% | -7.9% | +4.0% | -3.0% |
| 3M | +6.3% | +5.6% | +0.7% | +4.0% |
| 6M | +20.8% | +13.1% | +7.7% | +16.2% |
| YTD | +11.2% | +46.7% | -35.5% | +2.5% |
| 1Y | +11.7% | +51.3% | -39.6% | +1.8% |
| All | +11.7% | +47.9% | -36.2% | +1.8% |
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 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