+627.7%
GEV vs BDX
-0.8%
+628.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.1% |
| 7D | +3.2% | -3.6% | +6.7% | +3.1% |
| 30D | -4.0% | +0.7% | -4.7% | -4.0% |
| 3M | +3.4% | +19.0% | -15.5% | +3.4% |
| 6M | +14.7% | +10.8% | +3.9% | +15.6% |
| YTD | +45.8% | +20.1% | +25.6% | +46.0% |
| 1Y | +57.4% | +23.1% | +34.3% | +57.3% |
| All | +627.7% | -0.8% | +628.5% | +602.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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