+57.7%
GEV vs RSP
+18.9%
+38.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | +3.3% | -0.8% | +4.1% | +4.4% |
| 30D | -7.5% | -0.3% | -7.1% | -7.0% |
| 3M | -2.2% | +4.3% | -6.4% | -8.0% |
| 6M | +12.1% | +8.8% | +3.3% | -1.6% |
| YTD | +44.4% | +15.3% | +29.1% | +16.0% |
| 1Y | +57.7% | +18.3% | +39.4% | +23.7% |
| All | +57.7% | +18.9% | +38.7% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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