+52.4%
GEV vs RTX
+14.1%
+38.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.7% | -8.4% |
| 7D | -5.1% | +1.3% | -6.5% | -5.3% |
| 30D | -15.8% | +7.6% | -23.5% | -17.8% |
| 3M | -18.2% | -8.6% | -9.5% | -15.3% |
| 6M | -22.4% | +15.6% | -38.0% | -27.8% |
| YTD | +27.7% | +9.4% | +18.4% | +12.1% |
| 1Y | +52.4% | +14.7% | +37.7% | +22.7% |
| All | +52.4% | +14.1% | +38.3% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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