+52.4%
GEV vs RVMD
+244.4%
-192.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.8% | -12.1% | -9.4% |
| 7D | -5.1% | +5.8% | -11.0% | -5.3% |
| 30D | -15.8% | -3.8% | -12.0% | -15.7% |
| 3M | -18.2% | +3.2% | -21.4% | -18.2% |
| 6M | -22.4% | +35.0% | -57.4% | -22.6% |
| YTD | +27.7% | +150.7% | -123.0% | +30.7% |
| 1Y | +52.4% | +241.0% | -188.6% | +41.4% |
| All | +52.4% | +244.4% | -192.0% | +41.4% |
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