+52.4%
GEV vs BWA
+17.4%
+35.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.5% | -6.8% | -8.2% |
| 7D | -5.1% | -9.9% | +4.7% | -0.8% |
| 30D | -15.8% | -16.4% | +0.5% | -8.9% |
| 3M | -18.2% | -19.8% | +1.7% | -10.1% |
| 6M | -22.4% | -10.0% | -12.4% | -18.5% |
| YTD | +27.7% | +12.7% | +15.0% | +20.8% |
| 1Y | +52.4% | +15.7% | +36.7% | +39.4% |
| All | +52.4% | +17.4% | +35.0% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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