+50.6%
VOO vs GEV
+748.2%
-697.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.1% |
| 7D | +0.5% | +8.1% | -7.6% | -0.7% |
| 30D | -0.9% | -1.9% | +1.0% | -0.7% |
| 3M | +3.9% | +4.1% | -0.2% | +2.5% |
| 6M | +14.5% | +23.2% | -8.7% | +9.2% |
| YTD | +13.0% | +48.9% | -35.9% | +4.0% |
| 1Y | +19.4% | +62.2% | -42.8% | +7.4% |
| All | +50.6% | +748.2% | -697.6% | +3.0% |
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