-54.7%
GPN vs RVMD
+636.2%
-690.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -6.2% | -0.7% | -5.5% | -6.1% |
| 30D | +1.0% | +0.3% | +0.7% | +0.9% |
| 3M | +36.9% | +38.9% | -2.0% | +29.4% |
| 6M | +16.8% | +108.1% | -91.3% | +1.8% |
| YTD | +13.2% | +160.7% | -147.5% | -6.1% |
| 1Y | +1.4% | +407.3% | -405.8% | -25.6% |
| 3Y | -28.6% | +546.6% | -575.2% | -52.2% |
| 5Y | -47.0% | +579.8% | -626.8% | -67.1% |
| All | -54.7% | +636.2% | -690.8% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling