+7.0%
WMT vs GEV
+62.5%
-55.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.9% | +3.3% | +0.6% | +4.1% |
| 30D | -4.4% | -7.5% | +3.1% | -4.7% |
| 3M | -8.8% | -2.2% | -6.6% | -8.8% |
| 6M | -15.6% | +12.1% | -27.7% | -15.3% |
| YTD | -3.2% | +44.4% | -47.6% | -1.5% |
| 1Y | +7.0% | +57.7% | -50.6% | +10.2% |
| All | +7.0% | +62.5% | -55.5% | +10.2% |
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