+52.4%
GEV vs FANG
+32.3%
+20.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.9% | -4.4% | -10.0% |
| 7D | -5.1% | -11.3% | +6.2% | -6.9% |
| 30D | -15.8% | -0.7% | -15.2% | -15.7% |
| 3M | -18.2% | -4.2% | -14.0% | -18.6% |
| 6M | -22.4% | -13.5% | -8.9% | -23.3% |
| YTD | +27.7% | +23.7% | +4.0% | +33.1% |
| 1Y | +52.4% | +34.3% | +18.0% | +59.4% |
| All | +52.4% | +32.3% | +20.1% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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