+606.9%
GEV vs RVTY
+16.5%
+590.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.5% | -2.3% |
| 7D | -1.9% | -7.4% | +5.5% | -0.2% |
| 30D | -8.7% | +4.5% | -13.2% | -9.7% |
| 3M | +6.6% | +19.5% | -12.9% | +1.7% |
| 6M | +10.2% | +34.1% | -23.9% | +1.5% |
| YTD | +41.6% | +25.3% | +16.4% | +31.1% |
| 1Y | +43.9% | +47.0% | -3.1% | +26.9% |
| All | +606.9% | +16.5% | +590.4% | +531.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling