+2,874.1%
GE vs RVTY
+3,007.5%
-133.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | +2.8% |
| 7D | +6.3% | +6.0% | +0.2% | +4.5% |
| 30D | +8.9% | +4.3% | +4.6% | +7.4% |
| 3M | -9.2% | +40.2% | -49.4% | -17.9% |
| 6M | +13.2% | +59.3% | -46.1% | -1.6% |
| YTD | +9.4% | +66.5% | -57.1% | -6.7% |
| 1Y | +9.8% | +77.5% | -67.7% | -8.2% |
| 3Y | +278.2% | +92.5% | +185.7% | +201.1% |
| 5Y | +396.0% | -6.8% | +402.8% | +372.2% |
| 10Y | +162.4% | +225.4% | -63.0% | +72.7% |
| All | +2,874.1% | +3,007.5% | -133.4% | +813.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling