-40.4%
GIS vs RVTY
+88.5%
-128.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -8.1% | +4.1% | -12.2% | -8.5% |
| 30D | +5.3% | +1.3% | +4.0% | +4.9% |
| 3M | -10.5% | +33.3% | -43.8% | -14.3% |
| 6M | +1.8% | +58.3% | -56.5% | -4.9% |
| YTD | -22.9% | +62.7% | -85.6% | -28.6% |
| 1Y | -22.9% | +67.2% | -90.2% | -29.1% |
| All | -40.4% | +88.5% | -128.9% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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