-6.4%
UBER vs GEV
+748.2%
-754.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.1% | -6.6% | -3.9% |
| 7D | -2.8% | +8.1% | -10.9% | -3.8% |
| 30D | -2.5% | -1.9% | -0.6% | -2.4% |
| 3M | +4.4% | +4.1% | +0.3% | +2.5% |
| 6M | -2.7% | +23.2% | -25.9% | -8.0% |
| YTD | -10.5% | +48.9% | -59.4% | -18.7% |
| 1Y | -22.5% | +62.2% | -84.7% | -31.6% |
| All | -6.4% | +748.2% | -754.6% | -41.3% |
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