+643.2%
GEV vs BA
+11.6%
+631.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.4% |
| 7D | +8.1% | +2.5% | +5.6% | +6.9% |
| 30D | -1.9% | -10.1% | +8.2% | +2.9% |
| 3M | +4.1% | -2.4% | +6.5% | +4.8% |
| 6M | +23.2% | -8.8% | +32.0% | +27.0% |
| YTD | +48.9% | -2.9% | +51.8% | +48.4% |
| 1Y | +62.2% | -8.8% | +70.9% | +65.7% |
| All | +643.2% | +11.6% | +631.6% | +547.9% |
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