+126.0%
GD vs RVMD
+584.4%
-458.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +1.7% |
| 7D | -1.9% | -0.6% | -1.3% | -1.9% |
| 30D | +10.9% | +1.7% | +9.2% | +10.7% |
| 3M | -6.8% | -6.7% | 0.0% | -6.5% |
| 6M | +7.0% | +36.1% | -29.1% | +4.5% |
| YTD | +11.1% | +142.4% | -131.3% | +3.0% |
| 1Y | +7.0% | +207.8% | -200.7% | -2.7% |
| 3Y | +59.9% | +879.5% | -819.6% | +31.4% |
| 5Y | +102.5% | +509.0% | -406.6% | +65.8% |
| All | +126.0% | +584.4% | -458.3% | +67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling