+643.2%
GEV vs BTSG
+534.5%
+108.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +2.0% |
| 7D | +8.1% | +5.7% | +2.4% | +5.9% |
| 30D | -1.9% | +0.2% | -2.1% | -2.2% |
| 3M | +4.1% | +5.6% | -1.6% | +0.9% |
| 6M | +23.2% | +50.8% | -27.6% | +3.6% |
| YTD | +48.9% | +67.0% | -18.2% | +19.9% |
| 1Y | +62.2% | +145.5% | -83.3% | +12.0% |
| All | +643.2% | +534.5% | +108.7% | +250.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling