+620.7%
GEV vs IBM
+33.2%
+587.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.3% | -0.3% | +3.6% | +3.3% |
| 30D | -7.5% | +0.3% | -7.7% | -7.5% |
| 3M | -2.2% | -21.6% | +19.4% | +0.1% |
| 6M | +12.1% | -4.7% | +16.8% | +9.6% |
| YTD | +44.4% | -19.1% | +63.5% | +47.2% |
| 1Y | +57.7% | -2.5% | +60.2% | +46.6% |
| All | +620.7% | +33.2% | +587.6% | +480.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling