+8.9%
GE vs RVMD
+244.4%
-235.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +2.5% |
| 7D | +9.4% | +5.8% | +3.6% | +9.0% |
| 30D | +7.5% | -3.8% | +11.4% | +7.8% |
| 3M | -12.5% | +3.2% | -15.8% | -12.9% |
| 6M | +17.8% | +35.0% | -17.3% | +15.0% |
| YTD | +7.4% | +150.7% | -143.3% | +3.1% |
| 1Y | +8.9% | +241.0% | -232.1% | -5.5% |
| All | +8.9% | +244.4% | -235.5% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling