+40.6%
GEV vs RL
+19.4%
+21.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.8% |
| 7D | -3.0% | -4.4% | +1.4% | -1.7% |
| 30D | -18.9% | +5.6% | -24.4% | -20.1% |
| 3M | -20.1% | -0.6% | -19.4% | -20.0% |
| 6M | -24.6% | +15.5% | -40.1% | -27.8% |
| YTD | +24.0% | +12.3% | +11.6% | +16.2% |
| 1Y | +40.6% | +19.3% | +21.3% | +30.6% |
| All | +40.6% | +19.4% | +21.3% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling