+627.7%
GEV vs ROP
-28.8%
+656.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -2.0% |
| 7D | +3.2% | -6.1% | +9.3% | +3.4% |
| 30D | -4.0% | -3.4% | -0.7% | -3.9% |
| 3M | +3.4% | +16.7% | -13.3% | +0.8% |
| 6M | +14.7% | +8.1% | +6.6% | +13.8% |
| YTD | +45.8% | -11.7% | +57.5% | +57.3% |
| 1Y | +57.4% | -24.2% | +81.6% | +85.2% |
| All | +627.7% | -28.8% | +656.5% | +799.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling