+643.2%
GEV vs RSP
+34.5%
+608.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.2% | +4.7% |
| 7D | +8.1% | -0.4% | +8.5% | +8.7% |
| 30D | -1.9% | -1.5% | -0.4% | +0.3% |
| 3M | +4.1% | +4.8% | -0.7% | -3.5% |
| 6M | +23.2% | +10.3% | +12.9% | +5.6% |
| YTD | +48.9% | +14.1% | +34.8% | +20.6% |
| 1Y | +62.2% | +17.0% | +45.2% | +26.5% |
| All | +643.2% | +34.5% | +608.6% | +368.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling