-24.9%
GFS vs RVMD
+793.5%
-818.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.2% | -2.0% | +4.5% |
| 7D | -7.8% | +0.5% | -8.3% | -7.9% |
| 30D | -19.7% | -4.3% | -15.4% | -19.0% |
| 3M | -23.1% | -2.8% | -20.3% | -22.9% |
| 6M | -46.4% | +27.3% | -73.7% | -48.8% |
| YTD | +11.0% | +141.4% | -130.4% | -10.3% |
| 1Y | +12.6% | +213.3% | -200.6% | -15.3% |
| 3Y | -24.9% | +792.7% | -817.6% | -62.3% |
| All | -24.9% | +793.5% | -818.4% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling