+685.3%
GFI vs RVTY
+2,356.0%
-1,670.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.2% |
| 7D | +5.7% | +0.4% | +5.3% | +5.6% |
| 30D | +15.6% | +10.8% | +4.8% | +14.3% |
| 3M | +31.5% | +26.8% | +4.7% | +28.2% |
| 6M | -3.7% | +39.3% | -43.0% | -7.1% |
| YTD | +11.2% | +31.6% | -20.4% | +7.8% |
| 1Y | +36.4% | +47.7% | -11.3% | +30.6% |
| 3Y | +313.5% | +19.9% | +293.6% | +299.9% |
| 5Y | +528.0% | -32.3% | +560.4% | +537.6% |
| 10Y | +1,021.4% | +138.4% | +883.0% | +912.0% |
| All | +685.3% | +2,356.0% | -1,670.7% | +486.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling