+13.1%
GEV vs BKR
+0.7%
+12.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.8% |
| 7D | +1.6% | -7.0% | +8.6% | +4.2% |
| 30D | -7.9% | -8.1% | +0.2% | -5.2% |
| 3M | +5.6% | -6.6% | +12.2% | +10.0% |
| 6M | +13.1% | +0.9% | +12.2% | +10.3% |
| All | +13.1% | +0.7% | +12.3% | +10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling