+643.2%
GEV vs BWA
+102.8%
+540.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.9% |
| 7D | +8.1% | +4.3% | +3.8% | +6.2% |
| 30D | -1.9% | -2.9% | +1.0% | -0.8% |
| 3M | +4.1% | -12.4% | +16.5% | +9.5% |
| 6M | +23.2% | +28.6% | -5.4% | +10.9% |
| YTD | +48.9% | +48.2% | +0.7% | +24.2% |
| 1Y | +62.2% | +50.9% | +11.3% | +33.6% |
| All | +643.2% | +102.8% | +540.4% | +411.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling