+510.2%
GEV vs RSP
+37.6%
+472.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.8% |
| 7D | -13.2% | +0.7% | -13.9% | -14.2% |
| 30D | -20.6% | +3.7% | -24.3% | -24.9% |
| 3M | -19.5% | +0.7% | -20.2% | -20.5% |
| 6M | -23.3% | +9.0% | -32.3% | -33.2% |
| YTD | +22.2% | +16.7% | +5.6% | -4.5% |
| 1Y | +37.8% | +19.0% | +18.8% | +4.8% |
| All | +510.2% | +37.6% | +472.6% | +271.0% |
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 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