+643.2%
GEV vs IBM
+31.6%
+611.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.2% |
| 7D | +8.1% | +0.3% | +7.8% | +8.1% |
| 30D | -1.9% | -1.5% | -0.4% | -1.8% |
| 3M | +4.1% | -16.8% | +20.8% | +5.2% |
| 6M | +23.2% | -9.0% | +32.2% | +21.8% |
| YTD | +48.9% | -20.1% | +68.9% | +51.9% |
| 1Y | +62.2% | -7.0% | +69.2% | +53.6% |
| All | +643.2% | +31.6% | +611.6% | +498.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 3y: compounded portfolio wealth divided by compounded IBM 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…
3y analysis · Full analysis span regression · 6 months rolling