-24.3%
UBER vs GEV
+47.9%
-72.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.2% |
| 7D | -5.4% | +1.6% | -7.0% | -5.4% |
| 30D | -4.9% | -7.9% | +3.0% | -4.9% |
| 3M | +3.0% | +5.6% | -2.6% | +1.9% |
| 6M | -4.4% | +13.1% | -17.5% | -6.3% |
| YTD | -12.3% | +46.7% | -59.0% | -15.6% |
| 1Y | -24.3% | +51.3% | -75.6% | -26.9% |
| All | -24.3% | +47.9% | -72.2% | -26.9% |
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