+492.6%
GEV vs BA
-8.2%
+500.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.2% |
| 7D | -9.8% | +1.1% | -10.8% | -10.2% |
| 30D | -22.3% | -7.9% | -14.4% | -20.0% |
| 3M | -22.6% | -25.3% | +2.8% | -12.6% |
| 6M | -30.7% | -24.6% | -6.2% | -22.8% |
| YTD | +18.7% | -20.1% | +38.9% | +27.8% |
| 1Y | +41.0% | -11.8% | +52.8% | +44.3% |
| All | +492.6% | -8.2% | +500.8% | +458.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling