+71.8%
GH vs RVMD
+244.4%
-172.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.8% | -6.5% | -4.1% |
| 7D | -7.7% | +5.8% | -13.5% | -8.5% |
| 30D | -10.0% | -3.8% | -6.1% | -9.5% |
| 3M | +5.5% | +3.2% | +2.3% | +5.0% |
| 6M | +84.9% | +35.0% | +49.9% | +78.5% |
| YTD | +65.0% | +150.7% | -85.7% | +50.6% |
| 1Y | +71.8% | +241.0% | -169.2% | +36.3% |
| All | +71.8% | +244.4% | -172.6% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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