+51.3%
GEV vs BAX
-0.4%
+51.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +3.6% |
| 7D | +1.6% | -7.9% | +9.5% | +1.5% |
| 30D | -7.9% | -11.7% | +3.7% | -8.0% |
| 3M | +5.6% | +16.2% | -10.6% | +5.9% |
| 6M | +13.1% | +32.0% | -18.9% | +11.7% |
| YTD | +46.7% | +24.7% | +22.0% | +45.6% |
| 1Y | +51.3% | -2.6% | +53.9% | +49.9% |
| All | +51.3% | -0.4% | +51.7% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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