+514.9%
GEV vs BAH
-38.0%
+552.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +3.7% | +1.7% | +2.0% | +3.9% |
| 30D | -14.7% | +20.8% | -35.5% | -13.6% |
| 3M | -23.4% | +11.6% | -35.0% | -22.7% |
| 6M | -24.3% | +23.1% | -47.4% | -23.0% |
| YTD | +23.2% | +5.3% | +17.9% | +25.0% |
| 1Y | +44.2% | +6.1% | +38.1% | +46.1% |
| All | +514.9% | -38.0% | +552.9% | +532.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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