+627.7%
GEV vs RVMD
+582.9%
+44.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +3.2% | -0.7% | +3.9% | +3.3% |
| 30D | -4.0% | +0.3% | -4.4% | -4.1% |
| 3M | +3.4% | +38.9% | -35.5% | -0.8% |
| 6M | +14.7% | +108.1% | -93.4% | +3.5% |
| YTD | +45.8% | +160.7% | -115.0% | +23.8% |
| 1Y | +57.4% | +407.3% | -349.9% | +11.2% |
| All | +627.7% | +582.9% | +44.7% | +347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling