+431.2%
GE vs RVMD
+510.7%
-79.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | +2.7% | -10.4% | +13.0% | +4.2% |
| 30D | +8.1% | -11.0% | +19.0% | +9.6% |
| 3M | -7.9% | -14.7% | +6.9% | -6.2% |
| 6M | +12.9% | +14.9% | -2.0% | +10.1% |
| YTD | +8.2% | +116.3% | -108.1% | -5.7% |
| 1Y | +9.7% | +167.6% | -157.9% | -7.4% |
| 3Y | +266.1% | +776.8% | -510.7% | +153.0% |
| 5Y | +407.4% | +424.8% | -17.4% | +248.6% |
| All | +431.2% | +510.7% | -79.5% | +202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling