+514.9%
GEV vs ROL
-12.6%
+527.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.4% | -1.7% |
| 7D | +3.7% | +3.0% | +0.8% | +3.9% |
| 30D | -14.7% | +19.8% | -34.4% | -13.8% |
| 3M | -23.4% | +7.9% | -31.3% | -22.7% |
| 6M | -24.3% | -25.6% | +1.3% | -21.4% |
| YTD | +23.2% | -34.1% | +57.3% | +29.7% |
| 1Y | +44.2% | -31.4% | +75.6% | +51.0% |
| All | +514.9% | -12.6% | +527.4% | +487.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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