+42.6%
GEV vs BA
-12.4%
+55.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.8% |
| 7D | +6.2% | -0.6% | +6.8% | +6.4% |
| 30D | -18.4% | -8.0% | -10.4% | -16.7% |
| 3M | -21.2% | -25.8% | +4.6% | -13.3% |
| 6M | -23.6% | -27.6% | +4.0% | -15.3% |
| YTD | +25.5% | -21.0% | +46.5% | +29.8% |
| 1Y | +42.6% | -12.3% | +54.8% | +43.4% |
| All | +42.6% | -12.4% | +55.0% | +43.4% |
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