+23.0%
QQQ vs GEV
+47.9%
-24.9%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.1% |
| 7D | -0.6% | +1.6% | -2.2% | -0.9% |
| 30D | -1.2% | -7.9% | +6.7% | +0.4% |
| 3M | -0.2% | +5.6% | -5.8% | -1.6% |
| 6M | +17.9% | +13.1% | +4.9% | +14.2% |
| YTD | +16.6% | +46.7% | -30.1% | +8.3% |
| 1Y | +23.0% | +51.3% | -28.3% | +13.4% |
| All | +23.0% | +47.9% | -24.9% | +13.4% |
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