+6.6%
GEV vs BKR
-5.9%
+12.5%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.7% | +3.8% | -2.7% |
| 7D | -1.9% | -6.7% | +4.8% | -1.8% |
| 30D | -8.7% | -8.3% | -0.3% | -8.8% |
| 3M | +6.6% | -5.4% | +12.0% | +7.1% |
| All | +6.6% | -5.9% | +12.5% | +7.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling