+88.4%
GWW vs RVMD
+536.1%
-447.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | -3.1% | -3.6% | +0.4% | -3.0% |
| 30D | -2.3% | -1.1% | -1.3% | -2.3% |
| 3M | -3.3% | +41.0% | -44.3% | -4.6% |
| 6M | +15.4% | +105.7% | -90.3% | +11.4% |
| YTD | +26.7% | +155.3% | -128.6% | +20.5% |
| 1Y | +29.0% | +402.7% | -373.8% | +16.6% |
| All | +88.4% | +536.1% | -447.7% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling