+632.4%
GEV vs BITO
-6.2%
+638.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +1.6% | -3.4% | +5.1% | +2.6% |
| 30D | -7.9% | +21.4% | -29.4% | -13.1% |
| 3M | +5.6% | +20.5% | -14.9% | -0.2% |
| 6M | +13.1% | +7.4% | +5.7% | +10.6% |
| YTD | +46.7% | -13.9% | +60.6% | +50.7% |
| 1Y | +51.3% | -35.1% | +86.4% | +66.8% |
| All | +632.4% | -6.2% | +638.6% | +619.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 3y: compounded portfolio wealth divided by compounded BITO 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…
3y analysis · Full analysis span regression · 6 months rolling