+174.0%
GD vs RVTY
+212.9%
-38.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | -1.9% | -2.7% | +0.8% | -1.3% |
| 30D | +10.9% | +3.2% | +7.7% | +9.9% |
| 3M | -6.8% | +37.2% | -43.9% | -13.6% |
| 6M | +7.0% | +57.7% | -50.7% | -4.4% |
| YTD | +11.1% | +64.8% | -53.7% | -2.4% |
| 1Y | +7.0% | +72.8% | -65.8% | -7.2% |
| 3Y | +59.9% | +89.8% | -29.9% | +32.1% |
| 5Y | +102.5% | -8.4% | +110.9% | +97.2% |
| 10Y | +174.0% | +219.5% | -45.4% | +67.7% |
| All | +174.0% | +212.9% | -38.9% | +67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling