+417.9%
GE vs RVMD
+591.3%
-173.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -1.2% | -0.7% | -0.5% | -1.2% |
| 30D | -11.3% | +0.3% | -11.6% | -11.3% |
| 3M | -1.4% | +38.9% | -40.3% | -5.1% |
| 6M | +1.2% | +108.1% | -106.9% | -7.7% |
| YTD | +5.9% | +160.7% | -154.8% | -6.7% |
| 1Y | +18.4% | +407.3% | -388.9% | -4.3% |
| 3Y | +271.0% | +546.6% | -275.6% | +183.0% |
| 5Y | +417.9% | +579.8% | -161.9% | +263.4% |
| All | +417.9% | +591.3% | -173.4% | +263.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling