+23.2%
GH vs RVMD
+560.0%
-536.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.6% |
| 7D | -1.2% | -3.6% | +2.3% | 0.0% |
| 30D | -3.7% | -1.1% | -2.6% | -3.4% |
| 3M | +21.7% | +41.0% | -19.4% | +8.3% |
| 6M | +75.7% | +105.7% | -30.0% | +33.0% |
| YTD | +55.7% | +155.3% | -99.6% | +5.1% |
| 1Y | +181.1% | +402.7% | -221.6% | +43.6% |
| 3Y | +371.6% | +533.1% | -161.5% | +99.6% |
| 5Y | +23.2% | +583.5% | -560.3% | -62.2% |
| All | +23.2% | +560.0% | -536.8% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling