+35.8%
GFS vs RVMD
+430.6%
-394.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +1.0% | +1.0% | 0.0% | +0.9% |
| 30D | -8.6% | +6.4% | -15.0% | -9.3% |
| 3M | -46.5% | +34.9% | -81.4% | -48.1% |
| 6M | -4.8% | +107.6% | -112.4% | -11.4% |
| YTD | +29.7% | +163.7% | -134.0% | +14.2% |
| 1Y | +35.8% | +439.2% | -403.4% | +2.0% |
| All | +35.8% | +430.6% | -394.8% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling