+164.6%
GM vs RVTY
+16.6%
+148.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.2% | -1.6% |
| 7D | -1.1% | -5.4% | +4.3% | +0.6% |
| 30D | -4.6% | +6.7% | -11.3% | -6.6% |
| 3M | +0.2% | +19.0% | -18.8% | -5.5% |
| 6M | +12.6% | +34.6% | -22.0% | +1.6% |
| YTD | +3.7% | +28.3% | -24.6% | -5.7% |
| 1Y | +45.6% | +46.0% | -0.4% | +26.6% |
| All | +164.6% | +16.6% | +148.0% | +145.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling