+52.4%
GEV vs BA
-12.3%
+64.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.1% | -11.4% | -9.9% |
| 7D | -5.1% | +5.9% | -11.0% | -6.8% |
| 30D | -15.8% | -8.2% | -7.7% | -13.8% |
| 3M | -18.2% | -25.4% | +7.2% | -10.1% |
| 6M | -22.4% | -20.0% | -2.3% | -17.3% |
| YTD | +27.7% | -18.5% | +46.2% | +31.0% |
| 1Y | +52.4% | -10.6% | +63.0% | +52.2% |
| All | +52.4% | -12.3% | +64.6% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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