+81.6%
GM vs RMD
-22.7%
+104.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | -1.1% | -4.2% | +3.1% | +0.1% |
| 30D | -3.4% | -2.1% | -1.4% | -2.9% |
| 3M | +8.7% | +13.8% | -5.1% | +4.6% |
| 6M | +15.4% | -10.6% | +26.0% | +18.3% |
| YTD | +6.6% | -8.1% | +14.7% | +8.1% |
| 1Y | +51.5% | -18.0% | +69.4% | +58.0% |
| 3Y | +169.3% | +52.9% | +116.5% | +120.7% |
| 5Y | +81.6% | -22.3% | +103.8% | +60.0% |
| All | +81.6% | -22.7% | +104.3% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 5y: compounded portfolio wealth divided by compounded RMD 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…
5y analysis · Full analysis span regression · 6 months rolling