+3.6%
GOOG vs GEV
+46.2%
-42.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -9.3% | +12.5% | +4.1% |
| 7D | -10.7% | -5.1% | -5.6% | -10.5% |
| 30D | -16.4% | -15.8% | -0.6% | -15.1% |
| 3M | -23.4% | -18.2% | -5.2% | -22.1% |
| 6M | -24.2% | -22.4% | -1.9% | -22.7% |
| YTD | -8.3% | +27.7% | -36.0% | -13.7% |
| 1Y | +3.6% | +52.4% | -48.8% | -6.0% |
| All | +3.6% | +46.2% | -42.6% | -6.0% |
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