-2.7%
GFS vs RVMD
+640.4%
-643.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | +2.6% | -1.2% | +3.9% | +2.8% |
| 30D | -16.4% | +1.1% | -17.4% | -16.6% |
| 3M | -41.6% | +39.6% | -81.2% | -44.8% |
| 6M | -3.7% | +110.7% | -114.4% | -16.2% |
| YTD | +29.3% | +160.3% | -131.0% | +6.9% |
| 1Y | +37.1% | +404.9% | -367.8% | +0.1% |
| 3Y | -22.1% | +545.5% | -567.6% | -47.6% |
| All | -2.7% | +640.4% | -643.1% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling