+627.7%
GEV vs BP
+40.7%
+587.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.5% |
| 7D | +3.2% | +4.0% | -0.8% | +2.2% |
| 30D | -4.0% | +7.8% | -11.9% | -5.8% |
| 3M | +3.4% | +8.4% | -5.0% | +1.4% |
| 6M | +14.7% | +15.1% | -0.4% | +8.7% |
| YTD | +45.8% | +36.4% | +9.4% | +28.8% |
| 1Y | +57.4% | +40.9% | +16.5% | +36.5% |
| All | +627.7% | +40.7% | +587.0% | +544.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling