+126.4%
GOOGL vs GEV
+748.2%
-621.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.6% |
| 7D | +1.1% | +8.1% | -7.0% | -0.3% |
| 30D | -4.4% | -1.9% | -2.5% | -4.3% |
| 3M | -6.8% | +4.1% | -10.9% | -8.3% |
| 6M | +13.6% | +23.2% | -9.6% | +7.8% |
| YTD | +8.3% | +48.9% | -40.6% | -1.2% |
| 1Y | +44.9% | +62.2% | -17.2% | +29.1% |
| All | +126.4% | +748.2% | -621.8% | +42.5% |
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