-23.6%
GEV vs RSP
+9.2%
-32.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +2.0% |
| 7D | +6.2% | +1.8% | +4.5% | +4.5% |
| 30D | -18.4% | +3.5% | -21.9% | -20.6% |
| 3M | -21.2% | +0.2% | -21.5% | -21.1% |
| 6M | -23.6% | +9.1% | -32.7% | -33.7% |
| All | -23.6% | +9.2% | -32.7% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling