+246.5%
GM vs RVTY
+495.2%
-248.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +1.9% | +1.1% | +0.8% | +1.4% |
| 30D | -1.4% | +13.2% | -14.6% | -7.0% |
| 3M | +5.9% | +27.2% | -21.3% | -6.0% |
| 6M | +12.4% | +32.4% | -20.0% | -2.9% |
| YTD | +8.6% | +34.9% | -26.2% | -7.8% |
| 1Y | +52.6% | +52.4% | +0.2% | +21.6% |
| 3Y | +169.7% | +12.3% | +157.4% | +137.0% |
| 5Y | +87.5% | -30.8% | +118.4% | +105.2% |
| 10Y | +233.0% | +150.7% | +82.3% | +62.8% |
| All | +246.5% | +495.2% | -248.7% | -9.2% |
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 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