+632.4%
GEV vs BKR
+90.0%
+542.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +4.0% |
| 7D | +1.6% | -7.0% | +8.6% | +6.1% |
| 30D | -7.9% | -8.1% | +0.2% | -3.3% |
| 3M | +5.6% | -6.6% | +12.2% | +9.3% |
| 6M | +13.1% | +0.9% | +12.2% | +10.2% |
| YTD | +46.7% | +31.1% | +15.6% | +18.2% |
| 1Y | +51.3% | +27.7% | +23.6% | +23.0% |
| All | +632.4% | +90.0% | +542.4% | +362.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling