-46.4%
GFS vs RVMD
+31.1%
-77.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.2% | -2.0% | +2.2% |
| 7D | -7.8% | +0.5% | -8.3% | -8.0% |
| 30D | -19.7% | -4.3% | -15.4% | -18.4% |
| 3M | -23.1% | -2.8% | -20.3% | -23.4% |
| 6M | -46.4% | +27.3% | -73.7% | -54.6% |
| All | -46.4% | +31.1% | -77.4% | -54.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling