+81.6%
GM vs RVTY
-34.5%
+116.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.2% | +3.7% |
| 7D | -1.1% | -7.4% | +6.4% | +1.8% |
| 30D | -3.4% | +4.5% | -7.9% | -5.2% |
| 3M | +8.7% | +19.5% | -10.8% | +1.0% |
| 6M | +15.4% | +34.1% | -18.7% | +1.9% |
| YTD | +6.6% | +25.3% | -18.7% | -4.1% |
| 1Y | +51.5% | +47.0% | +4.5% | +27.3% |
| 3Y | +169.3% | +14.1% | +155.2% | +140.6% |
| 5Y | +81.6% | -34.6% | +116.1% | +92.6% |
| All | +81.6% | -34.5% | +116.0% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling