+606.9%
GEV vs BB
+180.3%
+426.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.1% | -2.3% |
| 7D | -1.9% | -2.1% | +0.2% | -1.5% |
| 30D | -8.7% | -16.0% | +7.3% | -5.5% |
| 3M | +6.6% | -14.5% | +21.1% | +8.8% |
| 6M | +10.2% | +118.6% | -108.3% | -11.7% |
| YTD | +41.6% | +98.9% | -57.3% | +16.0% |
| 1Y | +43.9% | +99.5% | -55.6% | +16.4% |
| All | +606.9% | +180.3% | +426.6% | +433.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling