+54.9%
GD vs RVTY
+73.0%
-18.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.4% | +3.1% | -1.5% |
| 7D | -3.9% | -9.0% | +5.1% | -2.6% |
| 30D | +8.1% | -1.6% | +9.6% | +8.2% |
| 3M | -6.8% | +31.2% | -38.0% | -11.2% |
| 6M | +3.0% | +63.6% | -60.6% | -6.2% |
| YTD | +7.8% | +56.3% | -48.5% | -1.3% |
| 1Y | +5.8% | +63.3% | -57.5% | -4.0% |
| All | +54.9% | +73.0% | -18.2% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling