+43.9%
GEV vs RL
+9.4%
+34.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.9% |
| 7D | -1.9% | -2.2% | +0.3% | -1.3% |
| 30D | -8.7% | -15.3% | +6.7% | -3.9% |
| 3M | +6.6% | -10.3% | +17.0% | +9.7% |
| 6M | +10.2% | -2.2% | +12.5% | +8.7% |
| YTD | +41.6% | -4.3% | +45.9% | +38.9% |
| 1Y | +43.9% | +8.9% | +35.0% | +30.3% |
| All | +43.9% | +9.4% | +34.5% | +30.3% |
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