+606.9%
GEV vs ROP
-29.1%
+636.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | -1.9% | -8.0% | +6.1% | -1.6% |
| 30D | -8.7% | -2.7% | -6.0% | -8.6% |
| 3M | +6.6% | +16.6% | -10.0% | +3.9% |
| 6M | +10.2% | +10.4% | -0.1% | +8.6% |
| YTD | +41.6% | -12.1% | +53.7% | +52.9% |
| 1Y | +43.9% | -23.6% | +67.5% | +68.1% |
| All | +606.9% | -29.1% | +636.0% | +774.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling