+627.7%
GEV vs BAX
-39.3%
+667.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.0% |
| 7D | +3.2% | -5.1% | +8.3% | +3.4% |
| 30D | -4.0% | -12.2% | +8.2% | -3.4% |
| 3M | +3.4% | +21.8% | -18.4% | +2.0% |
| 6M | +14.7% | +36.3% | -21.6% | +11.7% |
| YTD | +45.8% | +27.8% | +18.0% | +41.9% |
| 1Y | +57.4% | -0.1% | +57.4% | +57.1% |
| All | +627.7% | -39.3% | +667.0% | +715.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling