+22.1%
GFI vs RVTY
+50.6%
-28.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.4% |
| 7D | -4.9% | -4.5% | -0.3% | -3.0% |
| 30D | +10.7% | +5.5% | +5.3% | +8.2% |
| 3M | +25.6% | +22.5% | +3.1% | +15.7% |
| 6M | -8.3% | +38.9% | -47.1% | -19.4% |
| YTD | +6.3% | +28.7% | -22.4% | -7.3% |
| 1Y | +22.1% | +45.5% | -23.4% | +2.0% |
| All | +22.1% | +50.6% | -28.5% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling