+2,883.5%
GE vs RVTY
+2,416.7%
+466.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | -11.6% | +13.2% | -24.8% | -14.8% |
| 3M | +3.0% | +27.2% | -24.2% | -4.1% |
| 6M | -0.5% | +32.4% | -32.9% | -8.8% |
| YTD | +9.7% | +34.9% | -25.1% | -0.2% |
| 1Y | +20.0% | +52.4% | -32.3% | +5.0% |
| 3Y | +275.8% | +12.3% | +263.6% | +247.0% |
| 5Y | +429.1% | -30.8% | +459.9% | +449.4% |
| 10Y | +151.2% | +150.7% | +0.5% | +78.4% |
| All | +2,883.5% | +2,416.7% | +466.9% | +876.2% |
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