-31.5%
RIVN vs GFS
-19.7%
-11.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.9% |
| 7D | +1.8% | +3.8% | -2.0% | +0.5% |
| 30D | +0.6% | -11.7% | +12.3% | +4.9% |
| 3M | +3.2% | -41.8% | +44.9% | +22.8% |
| 6M | -3.7% | +6.6% | -10.4% | -10.8% |
| YTD | -18.7% | +34.6% | -53.3% | -33.5% |
| 1Y | +14.7% | +46.2% | -31.4% | -10.8% |
| 3Y | -31.5% | -20.3% | -11.2% | -23.5% |
| All | -31.5% | -19.7% | -11.8% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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