+57.7%
GEV vs RMD
-14.6%
+72.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +3.3% | -5.0% | +8.3% | +3.2% |
| 30D | -7.5% | +2.2% | -9.7% | -7.5% |
| 3M | -2.2% | +17.8% | -20.0% | -2.8% |
| 6M | +12.1% | -11.3% | +23.4% | +15.2% |
| YTD | +44.4% | -4.4% | +48.8% | +45.7% |
| 1Y | +57.7% | -15.7% | +73.4% | +63.1% |
| All | +57.7% | -14.6% | +72.3% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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