+632.4%
GEV vs BRKR
-42.3%
+674.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.9% | +3.7% |
| 7D | +1.6% | -8.7% | +10.3% | +3.3% |
| 30D | -7.9% | -9.9% | +1.9% | -6.2% |
| 3M | +5.6% | -3.1% | +8.7% | +5.2% |
| 6M | +13.1% | +45.5% | -32.4% | +2.1% |
| YTD | +46.7% | +13.7% | +33.1% | +38.6% |
| 1Y | +51.3% | +67.4% | -16.1% | +30.2% |
| All | +632.4% | -42.3% | +674.7% | +765.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling