-19.9%
GFS vs RVMD
+530.7%
-550.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +1.0% | +1.0% | 0.0% | +0.8% |
| 30D | -8.6% | +6.4% | -15.0% | -9.5% |
| 3M | -46.5% | +34.9% | -81.4% | -48.9% |
| 6M | -4.8% | +107.6% | -112.4% | -15.6% |
| YTD | +29.7% | +163.7% | -134.0% | +8.9% |
| 1Y | +35.8% | +439.2% | -403.4% | +0.1% |
| All | -19.9% | +530.7% | -550.6% | -39.5% |
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 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