+620.7%
GEV vs RACE
-5.0%
+625.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | +3.3% | -2.5% | +5.8% | +3.9% |
| 30D | -7.5% | +0.8% | -8.2% | -7.7% |
| 3M | -2.2% | +17.2% | -19.3% | -6.0% |
| 6M | +12.1% | +13.6% | -1.5% | +8.2% |
| YTD | +44.4% | +12.2% | +32.2% | +39.7% |
| 1Y | +57.7% | -16.3% | +73.9% | +67.1% |
| All | +620.7% | -5.0% | +625.7% | +585.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling