+514.9%
GEV vs BA
-9.2%
+524.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.9% |
| 7D | +3.7% | -1.1% | +4.8% | +4.2% |
| 30D | -14.7% | -7.1% | -7.5% | -12.5% |
| 3M | -23.4% | -25.5% | +2.1% | -13.5% |
| 6M | -24.3% | -28.7% | +4.4% | -13.4% |
| YTD | +23.2% | -21.0% | +44.2% | +33.2% |
| 1Y | +44.2% | -11.9% | +56.1% | +47.5% |
| All | +514.9% | -9.2% | +524.0% | +481.5% |
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