+627.7%
GEV vs BG
+32.2%
+595.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | +3.2% | +0.5% | +2.6% | +3.2% |
| 30D | -4.0% | +10.3% | -14.3% | -3.1% |
| 3M | +3.4% | -1.9% | +5.3% | +3.7% |
| 6M | +14.7% | +5.2% | +9.4% | +15.6% |
| YTD | +45.8% | +41.2% | +4.6% | +51.4% |
| 1Y | +57.4% | +50.5% | +6.8% | +64.3% |
| All | +627.7% | +32.2% | +595.5% | +623.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling