+63.0%
QQQ vs GEV
+730.5%
-667.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | +1.0% | +3.2% | -2.2% | +0.3% |
| 30D | -0.6% | -4.0% | +3.4% | +0.2% |
| 3M | +1.3% | +3.4% | -2.1% | -0.1% |
| 6M | +18.1% | +14.7% | +3.4% | +13.0% |
| YTD | +16.9% | +45.8% | -28.9% | +5.4% |
| 1Y | +24.0% | +57.4% | -33.4% | +8.7% |
| All | +63.0% | +730.5% | -667.5% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling