+1,640.6%
BE vs GEV
+601.7%
+1,038.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -3.4% |
| 7D | +10.8% | +3.7% | +7.1% | +8.0% |
| 30D | -19.8% | -14.7% | -5.1% | -7.5% |
| 3M | -18.7% | -23.4% | +4.7% | +2.6% |
| 6M | -33.7% | -24.3% | -9.4% | -12.9% |
| YTD | +121.0% | +23.2% | +97.8% | +111.0% |
| 1Y | +85.4% | +44.2% | +41.2% | +59.4% |
| All | +1,640.6% | +601.7% | +1,038.9% | +628.1% |
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