+632.4%
GEV vs BB
+185.1%
+447.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.3% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | -7.9% | -12.5% | +4.6% | -5.5% |
| 3M | +5.6% | -17.4% | +23.1% | +8.6% |
| 6M | +13.1% | +119.1% | -106.1% | -9.4% |
| YTD | +46.7% | +102.4% | -55.6% | +19.8% |
| 1Y | +51.3% | +98.2% | -46.9% | +22.8% |
| All | +632.4% | +185.1% | +447.3% | +450.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling