+42.5%
GM vs RVTY
-15.1%
+57.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.3% |
| 7D | -0.2% | -0.5% | +0.3% | 0.0% |
| 30D | +3.6% | +1.5% | +2.0% | +2.4% |
| 3M | -0.2% | +31.5% | -31.7% | -10.8% |
| 6M | +13.9% | +62.7% | -48.8% | -6.7% |
| YTD | +6.5% | +60.0% | -53.5% | -13.4% |
| 1Y | +20.7% | +65.7% | -45.0% | -3.3% |
| 3Y | +229.5% | +85.2% | +144.3% | +140.3% |
| All | +42.5% | -15.1% | +57.6% | +33.5% |
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