-19.4%
GFS vs RVTY
+12.6%
-32.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +1.0% | +1.1% | -0.1% | +0.5% |
| 30D | -8.6% | +13.2% | -21.8% | -13.2% |
| 3M | -46.5% | +27.2% | -73.8% | -52.0% |
| 6M | -4.8% | +32.4% | -37.2% | -16.9% |
| YTD | +29.7% | +34.9% | -5.2% | +11.2% |
| 1Y | +35.8% | +52.4% | -16.5% | +9.0% |
| All | -19.4% | +12.6% | -32.0% | -31.6% |
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