+606.9%
GEV vs RCL
+94.8%
+512.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | -1.9% | -2.5% | +0.6% | -0.8% |
| 30D | -8.7% | -15.7% | +7.0% | -1.6% |
| 3M | +6.6% | -3.6% | +10.2% | +7.1% |
| 6M | +10.2% | -8.7% | +18.9% | +12.2% |
| YTD | +41.6% | -6.2% | +47.8% | +37.9% |
| 1Y | +43.9% | -22.9% | +66.7% | +56.1% |
| All | +606.9% | +94.8% | +512.1% | +321.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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