-42.6%
GFS vs RVTY
+57.2%
-99.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.6% |
| 7D | +6.2% | -0.7% | +7.0% | +6.3% |
| 30D | -11.4% | +1.7% | -13.1% | -11.1% |
| 3M | -15.5% | +36.8% | -52.3% | -15.9% |
| 6M | -42.6% | +60.1% | -102.7% | -44.5% |
| All | -42.6% | +57.2% | -99.8% | -44.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling