+643.2%
GEV vs RACE
-5.9%
+649.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | +8.1% | -1.0% | +9.1% | +8.3% |
| 30D | -1.9% | -1.5% | -0.4% | -1.7% |
| 3M | +4.1% | +15.5% | -11.4% | +0.3% |
| 6M | +23.2% | +17.3% | +5.9% | +17.9% |
| YTD | +48.9% | +11.1% | +37.8% | +44.3% |
| 1Y | +62.2% | -14.3% | +76.5% | +69.6% |
| All | +643.2% | -5.9% | +649.1% | +608.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling