+57.4%
INTC vs GEV
+46.2%
+11.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.3% | +5.5% | +2.0% |
| 7D | -39.0% | -5.1% | -33.9% | -36.8% |
| 30D | -49.8% | -15.8% | -34.0% | -44.4% |
| 3M | -42.2% | -18.2% | -24.0% | -34.9% |
| 6M | -39.2% | -22.4% | -16.8% | -29.3% |
| YTD | +57.9% | +27.7% | +30.2% | +51.6% |
| 1Y | +57.4% | +52.4% | +5.0% | +35.6% |
| All | +57.4% | +46.2% | +11.1% | +35.6% |
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