+122.6%
GOOGL vs GEV
+706.8%
-584.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +1.1% |
| 7D | -2.8% | -1.9% | -0.9% | -2.5% |
| 30D | -3.2% | -8.7% | +5.5% | -1.8% |
| 3M | -6.6% | +6.6% | -13.2% | -8.6% |
| 6M | +8.5% | +10.2% | -1.8% | +5.0% |
| YTD | +6.5% | +41.6% | -35.2% | -2.0% |
| 1Y | +39.4% | +43.9% | -4.5% | +27.1% |
| All | +122.6% | +706.8% | -584.2% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling