-21.5%
GFS vs RVTY
+91.6%
-113.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | -5.3% | -2.7% | -2.6% | -4.1% |
| 30D | -15.8% | +3.2% | -19.0% | -16.6% |
| 3M | -18.6% | +37.2% | -55.8% | -28.6% |
| 6M | -45.0% | +57.7% | -102.7% | -55.0% |
| YTD | +16.8% | +64.8% | -48.1% | -8.0% |
| 1Y | +17.8% | +72.8% | -55.0% | -9.7% |
| 3Y | -21.5% | +89.8% | -111.3% | -43.0% |
| All | -21.5% | +91.6% | -113.1% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling