+2,192.6%
BE vs GEV
+722.5%
+1,470.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.3% | +7.3% |
| 7D | +20.0% | +3.3% | +16.7% | +17.1% |
| 30D | +7.9% | -7.5% | +15.4% | +15.1% |
| 3M | -13.2% | -2.2% | -11.0% | -8.5% |
| 6M | +53.5% | +12.1% | +41.4% | +48.2% |
| YTD | +191.0% | +44.4% | +146.6% | +139.9% |
| 1Y | +360.5% | +57.7% | +302.9% | +260.8% |
| All | +2,192.6% | +722.5% | +1,470.0% | +727.8% |
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 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