+93.8%
GD vs RVTY
-7.4%
+101.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.5% | -1.1% |
| 7D | -5.0% | -1.2% | -3.8% | -4.9% |
| 30D | +8.9% | +1.0% | +7.9% | +8.6% |
| 3M | -8.0% | +35.8% | -43.9% | -12.7% |
| 6M | +2.9% | +56.7% | -53.8% | -5.0% |
| YTD | +7.1% | +60.7% | -53.6% | -1.9% |
| 1Y | +5.9% | +73.7% | -67.8% | -4.3% |
| 3Y | +53.9% | +82.8% | -28.9% | +36.6% |
| All | +93.8% | -7.4% | +101.3% | +89.0% |
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