+632.4%
GEV vs BG
+31.0%
+601.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.4% | +3.5% |
| 7D | +1.6% | +3.1% | -1.5% | +1.9% |
| 30D | -7.9% | +10.2% | -18.2% | -7.1% |
| 3M | +5.6% | -1.7% | +7.3% | +6.0% |
| 6M | +13.1% | +1.0% | +12.1% | +13.7% |
| YTD | +46.7% | +39.9% | +6.8% | +52.2% |
| 1Y | +51.3% | +53.2% | -1.9% | +57.8% |
| All | +632.4% | +31.0% | +601.4% | +628.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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