+438.9%
GE vs RVMD
+644.5%
-205.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -1.6% | +1.0% | -2.6% | -1.7% |
| 30D | -11.6% | +6.4% | -18.0% | -12.4% |
| 3M | +3.0% | +34.9% | -31.9% | -1.4% |
| 6M | -0.5% | +107.6% | -108.1% | -11.4% |
| YTD | +9.7% | +163.7% | -153.9% | -6.6% |
| 1Y | +20.0% | +439.2% | -419.2% | -8.7% |
| 3Y | +275.8% | +499.2% | -223.4% | +170.6% |
| 5Y | +429.1% | +621.7% | -192.6% | +245.1% |
| All | +438.9% | +644.5% | -205.6% | +199.2% |
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