+606.9%
GEV vs BKR
+91.1%
+515.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.7% | +3.8% | +1.2% |
| 7D | -1.9% | -6.7% | +4.8% | +2.2% |
| 30D | -8.7% | -8.3% | -0.3% | -3.9% |
| 3M | +6.6% | -5.4% | +12.0% | +9.4% |
| 6M | +10.2% | +0.8% | +9.4% | +7.6% |
| YTD | +41.6% | +31.8% | +9.8% | +13.7% |
| 1Y | +43.9% | +28.6% | +15.3% | +16.5% |
| All | +606.9% | +91.1% | +515.8% | +344.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling