+627.7%
GEV vs RVTY
+19.3%
+608.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -1.5% |
| 7D | +3.2% | -5.4% | +8.6% | +4.5% |
| 30D | -4.0% | +6.7% | -10.8% | -5.5% |
| 3M | +3.4% | +19.0% | -15.6% | -1.1% |
| 6M | +14.7% | +34.6% | -20.0% | +5.6% |
| YTD | +45.8% | +28.3% | +17.5% | +34.2% |
| 1Y | +57.4% | +46.0% | +11.3% | +39.2% |
| All | +627.7% | +19.3% | +608.4% | +546.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling