+43.9%
GEV vs BAH
-24.1%
+68.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.8% | -7.7% | -1.7% |
| 7D | -1.9% | +2.4% | -4.3% | -1.3% |
| 30D | -8.7% | -2.9% | -5.7% | -9.1% |
| 3M | +6.6% | -1.3% | +7.9% | +9.4% |
| 6M | +10.2% | -0.9% | +11.1% | +13.0% |
| YTD | +41.6% | -8.2% | +49.9% | +41.3% |
| 1Y | +43.9% | -24.0% | +67.9% | +44.8% |
| All | +43.9% | -24.1% | +68.0% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling