+1,317.1%
GIS vs RVTY
+2,936.0%
-1,618.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -8.1% | +4.1% | -12.2% | -8.4% |
| 30D | +5.3% | +1.3% | +4.0% | +5.0% |
| 3M | -10.5% | +33.3% | -43.8% | -13.3% |
| 6M | +1.8% | +58.3% | -56.5% | -3.1% |
| YTD | -22.9% | +62.7% | -85.6% | -27.1% |
| 1Y | -22.9% | +67.2% | -90.2% | -27.3% |
| 3Y | -40.5% | +87.3% | -127.8% | -44.9% |
| 5Y | -34.9% | -13.4% | -21.4% | -35.8% |
| 10Y | -19.0% | +217.2% | -236.2% | -30.4% |
| All | +1,317.1% | +2,936.0% | -1,618.9% | +641.3% |
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