+1,350.9%
GIS vs RVTY
+2,885.1%
-1,534.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.5% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | +6.9% | +1.5% | +5.3% | +6.5% |
| 3M | -10.1% | +31.5% | -41.6% | -12.8% |
| 6M | +5.9% | +62.7% | -56.8% | +0.5% |
| YTD | -21.1% | +60.0% | -81.1% | -25.2% |
| 1Y | -22.5% | +65.7% | -88.2% | -26.8% |
| 3Y | -39.0% | +85.2% | -124.2% | -43.5% |
| 5Y | -33.3% | -14.9% | -18.4% | -34.2% |
| 10Y | -17.0% | +211.9% | -228.9% | -28.7% |
| All | +1,350.9% | +2,885.1% | -1,534.2% | +660.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling