+52.4%
GEV vs BB
+88.0%
-35.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.0% | -16.3% | -10.1% |
| 7D | -5.1% | -6.8% | +1.7% | -4.3% |
| 30D | -15.8% | -3.5% | -12.3% | -15.3% |
| 3M | -18.2% | -1.2% | -16.9% | -18.0% |
| 6M | -22.4% | +57.0% | -79.4% | -22.4% |
| YTD | +27.7% | +131.1% | -103.4% | +19.1% |
| 1Y | +52.4% | +87.6% | -35.2% | +48.3% |
| All | +52.4% | +88.0% | -35.6% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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