+27.2%
GFS vs RVMD
+162.9%
-135.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.4% |
| 7D | +7.4% | -10.4% | +17.8% | +9.0% |
| 30D | -15.3% | -11.0% | -4.3% | -13.9% |
| 3M | -21.1% | -14.7% | -6.4% | -19.5% |
| 6M | -44.5% | +14.9% | -59.4% | -44.8% |
| YTD | +19.2% | +116.3% | -97.1% | +10.0% |
| 1Y | +27.2% | +167.6% | -140.4% | +12.5% |
| All | +27.2% | +162.9% | -135.7% | +12.5% |
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