+606.9%
GEV vs RMD
+15.0%
+591.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -1.9% | -4.2% | +2.3% | -1.3% |
| 30D | -8.7% | -2.1% | -6.6% | -8.5% |
| 3M | +6.6% | +13.8% | -7.2% | +3.4% |
| 6M | +10.2% | -10.6% | +20.8% | +12.7% |
| YTD | +41.6% | -8.1% | +49.7% | +43.3% |
| 1Y | +43.9% | -18.0% | +61.8% | +49.6% |
| All | +606.9% | +15.0% | +591.9% | +581.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling