+606.9%
GEV vs RL
+88.2%
+518.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | -1.9% | -2.2% | +0.3% | -0.8% |
| 30D | -8.7% | -15.3% | +6.7% | -0.3% |
| 3M | +6.6% | -10.3% | +17.0% | +12.1% |
| 6M | +10.2% | -2.2% | +12.5% | +8.8% |
| YTD | +41.6% | -4.3% | +45.9% | +40.3% |
| 1Y | +43.9% | +8.9% | +35.0% | +29.9% |
| All | +606.9% | +88.2% | +518.7% | +357.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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