+502.4%
GFI vs RVTY
-33.1%
+535.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.1% |
| 7D | -4.9% | -4.5% | -0.3% | -3.6% |
| 30D | +10.7% | +5.5% | +5.3% | +9.1% |
| 3M | +25.6% | +22.5% | +3.1% | +18.6% |
| 6M | -8.3% | +38.9% | -47.1% | -16.3% |
| YTD | +6.3% | +28.7% | -22.4% | -1.7% |
| 1Y | +22.1% | +45.5% | -23.4% | +9.2% |
| 3Y | +289.2% | +16.4% | +272.8% | +253.6% |
| All | +502.4% | -33.1% | +535.5% | +510.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling