+118.3%
GD vs RVMD
+634.9%
-516.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -3.5% | -1.2% | -2.3% | -3.4% |
| 30D | -9.0% | +1.1% | -10.1% | -9.1% |
| 3M | +5.1% | +39.6% | -34.5% | +2.6% |
| 6M | -1.0% | +110.7% | -111.7% | -6.6% |
| YTD | +7.3% | +160.3% | -153.0% | -0.8% |
| 1Y | +12.4% | +404.9% | -392.5% | -1.6% |
| 3Y | +73.7% | +545.5% | -471.8% | +46.1% |
| 5Y | +93.8% | +584.7% | -490.9% | +57.0% |
| All | +118.3% | +634.9% | -516.6% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RVMD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling