+620.7%
GEV vs BAH
-48.0%
+668.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +3.3% | -3.2% | +6.5% | +3.2% |
| 30D | -7.5% | +2.0% | -9.5% | -7.4% |
| 3M | -2.2% | -7.6% | +5.5% | -1.0% |
| 6M | +12.1% | -5.7% | +17.8% | +13.0% |
| YTD | +44.4% | -11.7% | +56.1% | +44.9% |
| 1Y | +57.7% | -27.4% | +85.0% | +62.8% |
| All | +620.7% | -48.0% | +668.7% | +632.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling