-13.5%
GIS vs RVMD
+622.3%
-635.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -6.4% | -3.0% | -3.4% | -6.4% |
| 30D | -6.1% | -0.7% | -5.4% | -6.1% |
| 3M | +7.8% | +36.5% | -28.7% | +7.8% |
| 6M | -8.8% | +104.6% | -113.4% | -8.9% |
| YTD | -19.1% | +155.8% | -175.0% | -19.3% |
| 1Y | -24.8% | +340.7% | -365.4% | -25.3% |
| 3Y | -37.6% | +519.9% | -557.5% | -38.4% |
| 5Y | -25.4% | +584.9% | -610.4% | -26.6% |
| All | -13.5% | +622.3% | -635.9% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling