+12.3%
QQQ vs GEV
+46.2%
-33.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.3% | +10.3% | +2.8% |
| 7D | -4.6% | -5.1% | +0.5% | -3.8% |
| 30D | -8.5% | -15.8% | +7.3% | -5.7% |
| 3M | -4.3% | -18.2% | +13.9% | -1.0% |
| 6M | +3.1% | -22.4% | +25.4% | +6.9% |
| YTD | +13.0% | +27.7% | -14.7% | +7.9% |
| 1Y | +12.3% | +52.4% | -40.1% | +2.8% |
| All | +12.3% | +46.2% | -33.9% | +2.8% |
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 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