+510.2%
GEV vs RL
+124.0%
+386.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.0% |
| 7D | -13.2% | +1.3% | -14.5% | -13.9% |
| 30D | -20.6% | +7.6% | -28.3% | -23.9% |
| 3M | -19.5% | -1.5% | -18.0% | -19.2% |
| 6M | -23.3% | +12.1% | -35.4% | -29.2% |
| YTD | +22.2% | +13.9% | +8.3% | +10.0% |
| 1Y | +37.8% | +20.7% | +17.1% | +18.8% |
| All | +510.2% | +124.0% | +386.2% | +258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling