+606.9%
GEV vs BTG
+127.2%
+479.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -2.3% |
| 7D | -1.9% | -5.8% | +3.9% | -0.9% |
| 30D | -8.7% | +5.7% | -14.4% | -9.8% |
| 3M | +6.6% | +38.1% | -31.5% | -0.6% |
| 6M | +10.2% | +0.3% | +9.9% | +8.8% |
| YTD | +41.6% | +19.9% | +21.7% | +33.8% |
| 1Y | +43.9% | +24.6% | +19.3% | +32.9% |
| All | +606.9% | +127.2% | +479.8% | +455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling