+152.0%
GE vs RVTY
+134.6%
+17.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.0% |
| 7D | -1.2% | -5.4% | +4.2% | +0.5% |
| 30D | -11.3% | +6.7% | -18.0% | -13.3% |
| 3M | -1.4% | +19.0% | -20.4% | -7.2% |
| 6M | +1.2% | +34.6% | -33.4% | -8.9% |
| YTD | +5.9% | +28.3% | -22.3% | -3.7% |
| 1Y | +18.4% | +46.0% | -27.6% | +2.5% |
| 3Y | +271.0% | +16.9% | +254.1% | +232.8% |
| 5Y | +417.9% | -32.9% | +450.9% | +460.2% |
| 10Y | +152.0% | +141.6% | +10.3% | +48.3% |
| All | +152.0% | +134.6% | +17.4% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling