+118.2%
GOOG vs GEV
+730.5%
-612.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.7% |
| 7D | -1.6% | +3.2% | -4.7% | -2.1% |
| 30D | -7.7% | -4.0% | -3.6% | -7.2% |
| 3M | -9.3% | +3.4% | -12.7% | -10.6% |
| 6M | +7.4% | +14.7% | -7.3% | +3.4% |
| YTD | +4.9% | +45.8% | -40.9% | -3.9% |
| 1Y | +37.2% | +57.4% | -20.2% | +23.0% |
| All | +118.2% | +730.5% | -612.3% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling