+44.2%
GEV vs ROP
+6.9%
+37.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.6% |
| 7D | +3.7% | +0.7% | +3.0% | +4.2% |
| 30D | -14.7% | +28.8% | -43.5% | -1.9% |
| 3M | -23.4% | +21.1% | -44.5% | -14.2% |
| 6M | -24.3% | +52.5% | -76.9% | -6.5% |
| YTD | +23.2% | +8.9% | +14.3% | +29.3% |
| 1Y | +44.2% | +8.2% | +36.0% | +53.2% |
| All | +44.2% | +6.9% | +37.4% | +53.2% |
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