+261.3%
GE vs RVMD
+536.1%
-274.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | -2.8% | -3.6% | +0.8% | -2.4% |
| 30D | -11.9% | -1.1% | -10.9% | -11.9% |
| 3M | +1.8% | +41.0% | -39.2% | -1.7% |
| 6M | -0.6% | +105.7% | -106.3% | -8.0% |
| YTD | +5.5% | +155.3% | -149.8% | -5.1% |
| 1Y | +15.0% | +402.7% | -387.8% | -4.8% |
| All | +261.3% | +536.1% | -274.8% | +191.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling