+2,400.0%
BE vs GEV
+735.9%
+1,664.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.6% | +3.1% | +3.8% |
| 7D | +9.0% | +1.6% | +7.4% | +8.0% |
| 30D | +16.3% | -7.9% | +24.2% | +24.6% |
| 3M | +10.8% | +5.6% | +5.2% | +10.4% |
| 6M | +73.2% | +13.1% | +60.1% | +65.6% |
| YTD | +217.4% | +46.7% | +170.6% | +159.0% |
| 1Y | +309.8% | +51.3% | +258.5% | +228.7% |
| All | +2,400.0% | +735.9% | +1,664.1% | +793.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling