+157.7%
GM vs RVMD
+620.8%
-463.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.1% |
| 7D | -1.1% | -3.6% | +2.5% | -0.5% |
| 30D | -3.4% | -1.1% | -2.3% | -3.4% |
| 3M | +8.7% | +41.0% | -32.3% | +2.4% |
| 6M | +15.4% | +105.7% | -90.3% | +0.6% |
| YTD | +6.6% | +155.3% | -148.7% | -11.6% |
| 1Y | +51.5% | +402.7% | -351.2% | +10.5% |
| 3Y | +169.3% | +533.1% | -363.7% | +78.7% |
| 5Y | +81.6% | +583.5% | -502.0% | +9.1% |
| All | +157.7% | +620.8% | -463.1% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling