-9.1%
GIS vs RVMD
+634.9%
-644.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.6% |
| 7D | -8.3% | -1.2% | -7.1% | -8.3% |
| 30D | +2.2% | +1.1% | +1.1% | +2.2% |
| 3M | +15.7% | +39.6% | -23.9% | +15.7% |
| 6M | -12.0% | +110.7% | -122.7% | -12.1% |
| YTD | -15.0% | +160.3% | -175.3% | -15.2% |
| 1Y | -20.1% | +404.9% | -425.0% | -20.8% |
| 3Y | -34.6% | +545.5% | -580.1% | -35.5% |
| 5Y | -22.8% | +584.7% | -607.5% | -24.1% |
| All | -9.1% | +634.9% | -644.0% | -8.9% |
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