+52.4%
GEV vs BKR
+5.7%
+46.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.5% | -3.8% | -6.9% |
| 7D | -5.1% | -8.8% | +3.6% | -1.4% |
| 30D | -15.8% | -13.1% | -2.7% | -10.8% |
| 3M | -18.2% | -18.9% | +0.7% | -11.2% |
| 6M | -22.4% | -27.2% | +4.9% | -11.3% |
| YTD | +27.7% | +10.7% | +17.0% | +28.7% |
| 1Y | +52.4% | +9.7% | +42.7% | +53.3% |
| All | +52.4% | +5.7% | +46.7% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling