+620.7%
GEV vs BAX
-35.7%
+656.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | +3.3% | -1.1% | +4.4% | +3.4% |
| 30D | -7.5% | -5.5% | -2.0% | -7.2% |
| 3M | -2.2% | +33.5% | -35.7% | -4.1% |
| 6M | +12.1% | +35.9% | -23.8% | +9.2% |
| YTD | +44.4% | +35.4% | +9.0% | +40.2% |
| 1Y | +57.7% | +9.8% | +47.9% | +56.2% |
| All | +620.7% | -35.7% | +656.4% | +705.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling