+620.7%
GEV vs BA
+12.4%
+608.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | +3.3% | +1.2% | +2.1% | +2.8% |
| 30D | -7.5% | -11.6% | +4.2% | -2.2% |
| 3M | -2.2% | -2.4% | +0.2% | -1.4% |
| 6M | +12.1% | -6.6% | +18.7% | +14.2% |
| YTD | +44.4% | -2.2% | +46.6% | +43.4% |
| 1Y | +57.7% | -8.0% | +65.7% | +60.6% |
| All | +620.7% | +12.4% | +608.3% | +526.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling