-23.5%
GFS vs RVTY
-11.6%
-12.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.2% |
| 7D | +17.2% | +4.1% | +13.1% | +15.1% |
| 30D | -8.7% | +1.3% | -10.0% | -9.1% |
| 3M | -19.7% | +33.3% | -52.9% | -30.4% |
| 6M | -40.7% | +58.3% | -99.0% | -53.4% |
| YTD | +22.5% | +62.7% | -40.2% | -6.8% |
| 1Y | +25.2% | +67.2% | -42.0% | -6.4% |
| 3Y | -17.7% | +87.3% | -105.0% | -44.7% |
| 5Y | -23.5% | -13.4% | -10.1% | -20.8% |
| All | -23.5% | -11.6% | -12.0% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling