+44.2%
GEV vs RSP
+18.5%
+25.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.1% |
| 7D | +3.7% | +2.4% | +1.4% | +1.0% |
| 30D | -14.7% | +4.3% | -18.9% | -19.0% |
| 3M | -23.4% | -0.3% | -23.1% | -22.9% |
| 6M | -24.3% | +9.8% | -34.2% | -33.7% |
| YTD | +23.2% | +16.8% | +6.4% | -3.4% |
| 1Y | +44.2% | +19.5% | +24.7% | +8.1% |
| All | +44.2% | +18.5% | +25.8% | +8.1% |
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