+57.7%
GEV vs BA
-8.9%
+66.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +3.3% | +1.2% | +2.1% | +2.9% |
| 30D | -7.5% | -11.6% | +4.2% | -3.4% |
| 3M | -2.2% | -2.4% | +0.2% | -1.4% |
| 6M | +12.1% | -6.6% | +18.7% | +12.3% |
| YTD | +44.4% | -2.2% | +46.6% | +41.6% |
| 1Y | +57.7% | -8.0% | +65.7% | +50.2% |
| All | +57.7% | -8.9% | +66.6% | +50.2% |
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