+514.9%
GEV vs BP
+42.4%
+472.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | +3.7% | +3.8% | -0.1% | +2.9% |
| 30D | -14.7% | -5.3% | -9.4% | -13.9% |
| 3M | -23.4% | +9.3% | -32.7% | -25.3% |
| 6M | -24.3% | +7.2% | -31.6% | -25.9% |
| YTD | +23.2% | +38.0% | -14.9% | +8.2% |
| 1Y | +44.2% | +33.2% | +11.0% | +28.3% |
| All | +514.9% | +42.4% | +472.5% | +441.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling