+52.4%
GEV vs RRC
+44.7%
+7.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.5% | -5.8% | -9.4% |
| 7D | -5.1% | -6.8% | +1.6% | -5.4% |
| 30D | -15.8% | +34.7% | -50.6% | -12.5% |
| 3M | -18.2% | +31.5% | -49.7% | -15.3% |
| 6M | -22.4% | +21.8% | -44.1% | -18.6% |
| YTD | +27.7% | +48.9% | -21.1% | +33.6% |
| 1Y | +52.4% | +42.1% | +10.3% | +61.8% |
| All | +52.4% | +44.7% | +7.7% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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