+52.4%
GEV vs RVTY
+74.0%
-21.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.5% | -6.8% | -8.9% |
| 7D | -5.1% | -3.6% | -1.6% | -4.8% |
| 30D | -15.8% | +1.4% | -17.2% | -16.0% |
| 3M | -18.2% | +43.2% | -61.4% | -21.9% |
| 6M | -22.4% | +84.5% | -106.9% | -29.3% |
| YTD | +27.7% | +65.2% | -37.5% | +11.1% |
| 1Y | +52.4% | +74.3% | -21.9% | +36.3% |
| All | +52.4% | +74.0% | -21.6% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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