+97.2%
GD vs RVTY
-30.5%
+127.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -5.3% | +1.1% | -6.4% | -5.4% |
| 30D | -6.4% | +13.2% | -19.6% | -8.4% |
| 3M | +5.7% | +27.2% | -21.5% | +1.3% |
| 6M | -0.9% | +32.4% | -33.4% | -6.0% |
| YTD | +8.2% | +34.9% | -26.7% | +2.1% |
| 1Y | +13.4% | +52.4% | -38.9% | +4.7% |
| 3Y | +68.5% | +12.3% | +56.2% | +61.7% |
| All | +97.2% | -30.5% | +127.8% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling