-7.1%
UBER vs GEV
+706.8%
-713.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +4.9% | +2.5% |
| 7D | -4.5% | -1.9% | -2.6% | -4.3% |
| 30D | -7.6% | -8.7% | +1.1% | -6.6% |
| 3M | +5.8% | +6.6% | -0.9% | +3.2% |
| 6M | +0.3% | +10.2% | -9.9% | -3.5% |
| YTD | -11.2% | +41.6% | -52.8% | -18.8% |
| 1Y | -23.0% | +43.9% | -66.9% | -30.5% |
| All | -7.1% | +706.8% | -713.9% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling