+35.8%
GFS vs RVTY
+57.1%
-21.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +1.0% | +1.1% | -0.1% | +0.7% |
| 30D | -8.6% | +13.2% | -21.8% | -11.3% |
| 3M | -46.5% | +27.2% | -73.8% | -49.9% |
| 6M | -4.8% | +32.4% | -37.2% | -13.6% |
| YTD | +29.7% | +34.9% | -5.2% | +16.2% |
| 1Y | +35.8% | +52.4% | -16.5% | +18.2% |
| All | +35.8% | +57.1% | -21.3% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling