+526.6%
GEV vs BP
+41.1%
+485.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +1.0% |
| 7D | +6.2% | +2.5% | +3.7% | +5.7% |
| 30D | -18.4% | -5.6% | -12.8% | -17.6% |
| 3M | -21.2% | +8.0% | -29.3% | -23.0% |
| 6M | -23.6% | +5.7% | -29.2% | -24.8% |
| YTD | +25.5% | +36.8% | -11.3% | +10.5% |
| 1Y | +42.6% | +30.7% | +11.9% | +27.7% |
| All | +526.6% | +41.1% | +485.5% | +453.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling