+52.4%
GEV vs BUD
+38.4%
+14.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.1% | -12.4% | -8.5% |
| 7D | -5.1% | +3.3% | -8.5% | -4.3% |
| 30D | -15.8% | +11.8% | -27.7% | -14.7% |
| 3M | -18.2% | -1.1% | -17.1% | -17.5% |
| 6M | -22.4% | +14.9% | -37.3% | -23.9% |
| YTD | +27.7% | +32.6% | -4.9% | +26.1% |
| 1Y | +52.4% | +37.2% | +15.2% | +43.2% |
| All | +52.4% | +38.4% | +14.0% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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