+57.7%
GEV vs BTSG
+152.4%
-94.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.4% |
| 7D | +3.3% | +2.7% | +0.6% | +2.3% |
| 30D | -7.5% | -3.6% | -3.8% | -6.5% |
| 3M | -2.2% | +5.8% | -8.0% | -5.4% |
| 6M | +12.1% | +44.7% | -32.6% | -4.7% |
| YTD | +44.4% | +62.2% | -17.8% | +16.9% |
| 1Y | +57.7% | +152.1% | -94.4% | +2.0% |
| All | +57.7% | +152.4% | -94.7% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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