+51.3%
GEV vs RVMD
+375.0%
-323.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +1.6% | -3.0% | +4.6% | +1.8% |
| 30D | -7.9% | -0.7% | -7.2% | -7.9% |
| 3M | +5.6% | +36.5% | -30.9% | +5.1% |
| 6M | +13.1% | +104.6% | -91.6% | +12.7% |
| YTD | +46.7% | +155.8% | -109.1% | +47.5% |
| 1Y | +51.3% | +340.7% | -289.4% | +46.7% |
| All | +51.3% | +375.0% | -323.7% | +46.7% |
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