+52.4%
GEV vs ROP
+10.4%
+41.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.9% | -13.2% | -7.2% |
| 7D | -5.1% | +11.7% | -16.8% | +0.8% |
| 30D | -15.8% | +35.5% | -51.3% | -1.3% |
| 3M | -18.2% | +25.6% | -43.8% | -7.0% |
| 6M | -22.4% | +39.3% | -61.6% | -7.3% |
| YTD | +27.7% | +11.6% | +16.1% | +42.0% |
| 1Y | +52.4% | +10.6% | +41.8% | +70.3% |
| All | +52.4% | +10.4% | +41.9% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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