-17.4%
GIS vs RVMD
+244.4%
-261.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.8% | +2.4% | +5.4% |
| 7D | +8.5% | +5.8% | +2.7% | +8.9% |
| 30D | +15.3% | -3.8% | +19.2% | +15.1% |
| 3M | +0.9% | +3.2% | -2.3% | +1.2% |
| 6M | +7.9% | +35.0% | -27.1% | +9.7% |
| YTD | -17.6% | +150.7% | -168.3% | -12.2% |
| 1Y | -17.4% | +241.0% | -258.3% | -7.3% |
| All | -17.4% | +244.4% | -261.7% | -7.3% |
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