+643.2%
GEV vs RL
+94.1%
+549.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.7% |
| 7D | +8.1% | +1.9% | +6.2% | +7.0% |
| 30D | -1.9% | -12.2% | +10.3% | +4.9% |
| 3M | +4.1% | -6.6% | +10.7% | +7.0% |
| 6M | +23.2% | +3.2% | +20.1% | +18.0% |
| YTD | +48.9% | -1.3% | +50.2% | +45.1% |
| 1Y | +62.2% | +13.6% | +48.6% | +43.0% |
| All | +643.2% | +94.1% | +549.1% | +373.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling