+51.3%
GEV vs RMD
-18.7%
+70.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.6% |
| 7D | +1.6% | -4.4% | +6.0% | +1.6% |
| 30D | -7.9% | -3.1% | -4.8% | -8.0% |
| 3M | +5.6% | +13.8% | -8.2% | +3.9% |
| 6M | +13.1% | -8.6% | +21.6% | +16.9% |
| YTD | +46.7% | -8.6% | +55.4% | +47.4% |
| 1Y | +51.3% | -19.7% | +71.0% | +67.0% |
| All | +51.3% | -18.7% | +70.0% | +67.0% |
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