-17.6%
UBER vs GEV
+62.5%
-80.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.9% | +3.3% | -7.2% | -3.9% |
| 30D | +11.1% | -7.5% | +18.6% | +11.1% |
| 3M | +4.9% | -2.2% | +7.1% | +4.1% |
| 6M | -1.2% | +12.1% | -13.3% | -3.1% |
| YTD | -7.3% | +44.4% | -51.7% | -10.8% |
| 1Y | -17.6% | +57.7% | -75.3% | -22.1% |
| All | -17.6% | +62.5% | -80.2% | -22.1% |
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