+57.7%
GEV vs RVMD
+430.6%
-373.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +3.3% | +1.0% | +2.3% | +3.3% |
| 30D | -7.5% | +6.4% | -13.9% | -7.6% |
| 3M | -2.2% | +34.9% | -37.1% | -2.5% |
| 6M | +12.1% | +107.6% | -95.5% | +12.6% |
| YTD | +44.4% | +163.7% | -119.3% | +47.7% |
| 1Y | +57.7% | +439.2% | -381.5% | +68.8% |
| All | +57.7% | +430.6% | -373.0% | +68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling