+52.4%
GEV vs BOXX
+4.1%
+48.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.3% | -9.2% |
| 7D | -5.1% | +0.1% | -5.2% | -4.9% |
| 30D | -15.8% | +0.4% | -16.2% | -14.9% |
| 3M | -18.2% | +1.0% | -19.2% | -13.8% |
| 6M | -22.4% | +2.0% | -24.3% | -14.5% |
| YTD | +27.7% | +3.3% | +24.5% | +25.9% |
| 1Y | +52.4% | +4.1% | +48.3% | +7.0% |
| All | +52.4% | +4.1% | +48.3% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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