+514.9%
GEV vs BAX
-35.8%
+550.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | +3.7% | +0.1% | +3.7% | +3.7% |
| 30D | -14.7% | +4.1% | -18.7% | -14.9% |
| 3M | -23.4% | -4.5% | -18.9% | -23.2% |
| 6M | -24.3% | +49.2% | -73.6% | -26.5% |
| YTD | +23.2% | +35.2% | -12.1% | +19.6% |
| 1Y | +44.2% | +38.3% | +5.9% | +39.6% |
| All | +514.9% | -35.8% | +550.6% | +587.1% |
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