+52.4%
GEV vs BP
+35.3%
+17.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.2% | -5.1% | -9.6% |
| 7D | -5.1% | -8.4% | +3.2% | -5.9% |
| 30D | -15.8% | +2.2% | -18.0% | -15.7% |
| 3M | -18.2% | +8.8% | -27.0% | -17.7% |
| 6M | -22.4% | -0.5% | -21.9% | -20.9% |
| YTD | +27.7% | +36.2% | -8.5% | +25.2% |
| 1Y | +52.4% | +36.6% | +15.8% | +51.9% |
| All | +52.4% | +35.3% | +17.1% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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