-37.4%
GIS vs RVMD
+536.1%
-573.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -1.0% | -3.1% |
| 7D | -8.4% | -3.6% | -4.8% | -8.4% |
| 30D | -5.2% | -1.1% | -4.1% | -5.2% |
| 3M | +8.2% | +41.0% | -32.9% | +8.4% |
| 6M | -12.0% | +105.7% | -117.7% | -11.7% |
| YTD | -18.9% | +155.3% | -174.2% | -18.6% |
| 1Y | -23.6% | +402.7% | -426.3% | -24.3% |
| All | -37.4% | +536.1% | -573.4% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling