+117.8%
GD vs RVMD
+581.6%
-463.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.2% | -8.9% | -1.2% |
| 7D | -5.0% | +0.5% | -5.5% | -5.1% |
| 30D | +8.9% | -4.3% | +13.2% | +9.1% |
| 3M | -8.0% | -2.8% | -5.3% | -8.1% |
| 6M | +2.9% | +27.3% | -24.4% | +0.9% |
| YTD | +7.1% | +141.4% | -134.3% | -0.7% |
| 1Y | +5.9% | +213.3% | -207.3% | -3.8% |
| 3Y | +53.9% | +792.7% | -738.8% | +27.3% |
| 5Y | +95.4% | +470.6% | -375.2% | +61.2% |
| All | +117.8% | +581.6% | -463.8% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling