-7.8%
GFS vs RVMD
+529.8%
-537.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | +17.2% | -0.7% | +17.9% | +17.3% |
| 30D | -8.7% | -6.4% | -2.3% | -7.7% |
| 3M | -19.7% | -14.1% | -5.6% | -17.8% |
| 6M | -40.7% | +21.0% | -61.7% | -42.6% |
| YTD | +22.5% | +121.4% | -98.9% | +4.0% |
| 1Y | +25.2% | +167.9% | -142.7% | +2.6% |
| 3Y | -17.7% | +794.7% | -812.4% | -46.3% |
| 5Y | -23.5% | +437.2% | -460.7% | -45.2% |
| All | -7.8% | +529.8% | -537.6% | -38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling