+510.2%
GEV vs BA
-8.2%
+518.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.1% |
| 7D | -13.2% | 0.0% | -13.2% | -13.3% |
| 30D | -20.6% | -8.9% | -11.7% | -17.9% |
| 3M | -19.5% | -25.5% | +6.0% | -9.1% |
| 6M | -23.3% | -27.0% | +3.7% | -13.1% |
| YTD | +22.2% | -20.1% | +42.4% | +31.6% |
| 1Y | +37.8% | -11.0% | +48.8% | +40.4% |
| All | +510.2% | -8.2% | +518.4% | +474.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling