+52.4%
GEV vs BLK
+17.9%
+34.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.4% | -14.7% | -10.9% |
| 7D | -5.1% | +5.7% | -10.9% | -7.0% |
| 30D | -15.8% | +14.8% | -30.6% | -19.9% |
| 3M | -18.2% | +8.8% | -27.0% | -20.7% |
| 6M | -22.4% | +17.6% | -40.0% | -26.9% |
| YTD | +27.7% | +16.3% | +11.5% | +16.5% |
| 1Y | +52.4% | +18.0% | +34.4% | +38.0% |
| All | +52.4% | +17.9% | +34.5% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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