+643.2%
GEV vs RCL
+99.0%
+544.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +8.1% | -0.5% | +8.6% | +8.3% |
| 30D | -1.9% | -17.3% | +15.4% | +6.5% |
| 3M | +4.1% | -2.8% | +6.8% | +4.2% |
| 6M | +23.2% | -4.4% | +27.6% | +22.8% |
| YTD | +48.9% | -4.2% | +53.1% | +43.6% |
| 1Y | +62.2% | -23.4% | +85.6% | +77.3% |
| All | +643.2% | +99.0% | +544.2% | +338.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling