+75.8%
GM vs RVMD
+576.1%
-500.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.4% | -3.0% | +0.5% | -2.1% |
| 30D | -1.1% | -0.7% | -0.4% | -1.1% |
| 3M | +6.1% | +36.5% | -30.4% | +1.7% |
| 6M | +15.0% | +104.6% | -89.6% | +3.4% |
| YTD | +6.0% | +155.8% | -149.8% | -8.5% |
| 1Y | +47.1% | +340.7% | -293.6% | +16.9% |
| 3Y | +170.5% | +519.9% | -349.4% | +96.5% |
| All | +75.8% | +576.1% | -500.3% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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