+627.7%
GEV vs BB
+188.1%
+439.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | +3.2% | +1.8% | +1.3% | +2.8% |
| 30D | -4.0% | -12.2% | +8.2% | -1.6% |
| 3M | +3.4% | -12.3% | +15.7% | +5.0% |
| 6M | +14.7% | +122.7% | -108.0% | -8.5% |
| YTD | +45.8% | +104.5% | -58.7% | +18.7% |
| 1Y | +57.4% | +106.7% | -49.3% | +26.3% |
| All | +627.7% | +188.1% | +439.6% | +445.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling