+1,488.6%
GIS vs RVTY
+2,416.7%
-928.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -7.8% | +1.1% | -8.9% | -8.0% |
| 30D | +6.6% | +13.2% | -6.6% | +5.3% |
| 3M | +21.0% | +27.2% | -6.3% | +18.0% |
| 6M | -9.1% | +32.4% | -41.5% | -11.8% |
| YTD | -13.6% | +34.9% | -48.5% | -16.5% |
| 1Y | -18.0% | +52.4% | -70.4% | -21.9% |
| 3Y | -33.7% | +12.3% | -45.9% | -35.5% |
| 5Y | -19.4% | -30.8% | +11.4% | -18.7% |
| 10Y | -21.3% | +150.7% | -171.9% | -30.7% |
| All | +1,488.6% | +2,416.7% | -928.1% | +748.6% |
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