+52.4%
GEV vs BTG
+24.4%
+28.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +8.7% | -18.0% | -10.9% |
| 7D | -5.1% | -0.2% | -5.0% | -5.2% |
| 30D | -15.8% | -0.8% | -15.0% | -15.6% |
| 3M | -18.2% | +31.8% | -50.0% | -22.7% |
| 6M | -22.4% | +20.4% | -42.8% | -25.8% |
| YTD | +27.7% | +14.7% | +13.0% | +19.4% |
| 1Y | +52.4% | +29.4% | +23.0% | +35.4% |
| All | +52.4% | +24.4% | +28.0% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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