+514.9%
GEV vs RACE
-4.7%
+519.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.2% |
| 7D | +3.7% | -1.2% | +5.0% | +4.0% |
| 30D | -14.7% | +6.1% | -20.8% | -15.9% |
| 3M | -23.4% | -0.3% | -23.1% | -23.5% |
| 6M | -24.3% | +23.4% | -47.8% | -28.4% |
| YTD | +23.2% | +12.5% | +10.7% | +19.0% |
| 1Y | +44.2% | -0.5% | +44.7% | +44.6% |
| All | +514.9% | -4.7% | +519.5% | +484.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling