-2.4%
GFS vs RVMD
+650.1%
-652.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.6% |
| 3M | -46.5% | +34.9% | -81.4% | -49.1% |
| 6M | -4.8% | +107.6% | -112.4% | -17.0% |
| YTD | +29.7% | +163.7% | -134.0% | +7.0% |
| 1Y | +35.8% | +439.2% | -403.4% | -2.1% |
| 3Y | -18.3% | +499.2% | -517.5% | -44.3% |
| All | -2.4% | +650.1% | -652.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling