+96.8%
GH vs RVMD
+634.9%
-538.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -2.1% | -1.2% | -0.9% | -1.7% |
| 30D | -4.5% | +1.1% | -5.5% | -4.8% |
| 3M | +28.9% | +39.6% | -10.7% | +16.8% |
| 6M | +76.5% | +110.7% | -34.2% | +37.9% |
| YTD | +57.6% | +160.3% | -102.7% | +12.3% |
| 1Y | +167.5% | +404.9% | -237.4% | +52.7% |
| 3Y | +377.4% | +545.5% | -168.1% | +134.6% |
| 5Y | +23.8% | +584.7% | -560.8% | -47.1% |
| All | +96.8% | +634.9% | -538.1% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling