+131.6%
INTC vs GEV
+706.8%
-575.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.7% | -4.5% |
| 7D | +9.4% | -1.9% | +11.3% | +10.3% |
| 30D | +2.7% | -8.7% | +11.4% | +6.4% |
| 3M | -6.3% | +6.6% | -12.9% | -6.6% |
| 6M | +114.5% | +10.2% | +104.2% | +111.0% |
| YTD | +171.9% | +41.6% | +130.2% | +149.8% |
| 1Y | +305.0% | +43.9% | +261.1% | +266.8% |
| All | +131.6% | +706.8% | -575.2% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling