+14.7%
GEV vs ROST
+7.9%
+6.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.9% |
| 7D | +3.2% | -2.2% | +5.4% | +3.4% |
| 30D | -4.0% | -11.4% | +7.4% | -2.8% |
| 3M | +3.4% | -1.6% | +5.0% | +2.7% |
| 6M | +14.7% | +6.8% | +7.9% | +4.7% |
| All | +14.7% | +7.9% | +6.8% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 6mo: compounded portfolio wealth divided by compounded ROST 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…
6mo analysis · Full analysis span regression · 6 months rolling