+42.6%
GEV vs RACE
-4.6%
+47.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.7% | +1.4% |
| 7D | +6.2% | -4.0% | +10.2% | +6.5% |
| 30D | -18.4% | +3.5% | -22.0% | -18.6% |
| 3M | -21.2% | -0.4% | -20.8% | -21.2% |
| 6M | -23.6% | +23.2% | -46.7% | -24.6% |
| YTD | +25.5% | +11.0% | +14.6% | +24.2% |
| 1Y | +42.6% | -2.2% | +44.8% | +30.0% |
| All | +42.6% | -4.6% | +47.2% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling