-83.9%
RIVN vs GFS
-23.5%
-60.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.9% |
| 7D | +4.1% | +2.6% | +1.4% | +2.7% |
| 30D | +1.1% | -16.4% | +17.5% | +9.5% |
| 3M | -4.0% | -41.6% | +37.6% | +22.0% |
| 6M | +5.2% | -3.7% | +8.9% | -0.6% |
| YTD | -18.0% | +29.3% | -47.3% | -36.5% |
| 1Y | +15.6% | +37.1% | -21.5% | -14.9% |
| 3Y | -30.0% | -22.1% | -7.9% | -31.4% |
| All | -83.9% | -23.5% | -60.5% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling