+606.9%
GEV vs RF
+65.1%
+541.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -1.9% | -1.6% | -0.3% | -1.1% |
| 30D | -8.7% | -4.3% | -4.4% | -6.8% |
| 3M | +6.6% | +5.9% | +0.8% | +2.9% |
| 6M | +10.2% | +14.1% | -3.9% | +2.0% |
| YTD | +41.6% | +13.8% | +27.8% | +29.9% |
| 1Y | +43.9% | +15.2% | +28.6% | +30.8% |
| All | +606.9% | +65.1% | +541.8% | +435.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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