+1,010.9%
GFI vs RVTY
+145.6%
+865.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -1.8% |
| 7D | -4.9% | -4.5% | -0.3% | -4.1% |
| 30D | +10.7% | +5.5% | +5.3% | +9.7% |
| 3M | +25.6% | +22.5% | +3.1% | +21.2% |
| 6M | -8.3% | +38.9% | -47.1% | -13.3% |
| YTD | +6.3% | +28.7% | -22.4% | +1.3% |
| 1Y | +22.1% | +45.5% | -23.4% | +14.2% |
| 3Y | +289.2% | +16.4% | +272.8% | +268.7% |
| 5Y | +531.7% | -32.7% | +564.4% | +525.1% |
| All | +1,010.9% | +145.6% | +865.2% | +1,087.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling