+239.5%
GM vs RVTY
+606.0%
-366.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.4% |
| 7D | -0.2% | -0.5% | +0.3% | 0.0% |
| 30D | +3.6% | +1.5% | +2.0% | +2.1% |
| 3M | -0.2% | +31.5% | -31.7% | -13.3% |
| 6M | +13.9% | +62.7% | -48.8% | -11.1% |
| YTD | +6.5% | +60.0% | -53.5% | -17.6% |
| 1Y | +20.7% | +65.7% | -45.0% | -8.3% |
| 3Y | +229.5% | +85.2% | +144.3% | +125.6% |
| 5Y | +41.5% | -14.9% | +56.4% | +38.8% |
| 10Y | +204.8% | +211.9% | -7.1% | +32.3% |
| All | +239.5% | +606.0% | -366.5% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling