+231.1%
GM vs RVTY
+145.6%
+85.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.7% |
| 7D | -2.4% | -4.5% | +2.1% | -0.6% |
| 30D | -1.1% | +5.5% | -6.6% | -3.5% |
| 3M | +6.1% | +22.5% | -16.4% | -3.3% |
| 6M | +15.0% | +38.9% | -23.9% | -1.4% |
| YTD | +6.0% | +28.7% | -22.8% | -6.9% |
| 1Y | +47.1% | +45.5% | +1.6% | +22.0% |
| 3Y | +170.5% | +16.4% | +154.1% | +136.6% |
| 5Y | +80.5% | -32.7% | +113.2% | +98.9% |
| All | +231.1% | +145.6% | +85.4% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling