+620.7%
GEV vs NDAQ
+59.4%
+561.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.7% |
| 7D | +3.3% | -2.4% | +5.7% | +4.2% |
| 30D | -7.5% | +2.5% | -9.9% | -8.4% |
| 3M | -2.2% | +9.9% | -12.1% | -6.5% |
| 6M | +12.1% | +9.4% | +2.7% | +6.3% |
| YTD | +44.4% | +0.4% | +44.0% | +44.3% |
| 1Y | +57.7% | +4.0% | +53.6% | +52.3% |
| All | +620.7% | +59.4% | +561.3% | +419.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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