+40.8%
GEV vs RSP
+19.1%
+21.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.4% |
| 7D | -3.0% | -0.3% | -2.6% | -2.5% |
| 30D | -18.9% | +4.4% | -23.3% | -23.0% |
| 3M | -20.1% | +1.3% | -21.3% | -21.1% |
| 6M | -24.6% | +10.0% | -34.6% | -34.0% |
| YTD | +24.0% | +17.6% | +6.3% | -4.1% |
| All | +40.8% | +19.1% | +21.7% | +7.0% |
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