+620.7%
GEV vs RL
+96.3%
+524.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -1.1% |
| 7D | +3.3% | -0.8% | +4.1% | +3.7% |
| 30D | -7.5% | -7.8% | +0.3% | -3.7% |
| 3M | -2.2% | -4.0% | +1.8% | -1.0% |
| 6M | +12.1% | -1.9% | +14.0% | +10.8% |
| YTD | +44.4% | -0.2% | +44.6% | +39.9% |
| 1Y | +57.7% | +10.7% | +47.0% | +41.7% |
| All | +620.7% | +96.3% | +524.4% | +356.1% |
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 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