-43.8%
GPN vs RVMD
+576.1%
-619.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.6% | -3.0% | -1.6% | -4.2% |
| 30D | -0.3% | -0.7% | +0.5% | -0.3% |
| 3M | +35.4% | +36.5% | -1.1% | +28.8% |
| 6M | +21.7% | +104.6% | -82.9% | +7.4% |
| YTD | +14.9% | +155.8% | -140.9% | -3.3% |
| 1Y | +3.2% | +340.7% | -337.5% | -21.1% |
| 3Y | -27.1% | +519.9% | -547.1% | -49.8% |
| All | -43.8% | +576.1% | -619.9% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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