+576.7%
PLTR vs GEV
+706.8%
-130.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.0% |
| 7D | -9.1% | -1.9% | -7.2% | -8.5% |
| 30D | -5.2% | -8.7% | +3.5% | -2.0% |
| 3M | +27.4% | +6.6% | +20.8% | +20.2% |
| 6M | +9.7% | +10.2% | -0.5% | -0.6% |
| YTD | -6.7% | +41.6% | -48.3% | -26.3% |
| 1Y | -0.5% | +43.9% | -44.4% | -23.1% |
| All | +576.7% | +706.8% | -130.1% | +175.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling