+632.4%
GEV vs RTX
+114.6%
+517.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +1.6% | -1.5% | +3.2% | +2.4% |
| 30D | -7.9% | -11.0% | +3.0% | -2.6% |
| 3M | +5.6% | +7.7% | -2.0% | +0.6% |
| 6M | +13.1% | -3.9% | +17.0% | +14.8% |
| YTD | +46.7% | +9.0% | +37.8% | +37.0% |
| 1Y | +51.3% | +27.3% | +24.0% | +28.2% |
| All | +632.4% | +114.6% | +517.8% | +531.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling