+496.2%
RVMD vs CG
+46.7%
+449.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.8% |
| 7D | -10.4% | +0.2% | -10.6% | -10.5% |
| 30D | -11.0% | +11.2% | -22.2% | -15.6% |
| 3M | -14.7% | -22.1% | +7.4% | -3.8% |
| 6M | +14.9% | -17.9% | +32.8% | +24.6% |
| YTD | +116.3% | -31.3% | +147.6% | +153.4% |
| 1Y | +167.6% | -24.0% | +191.6% | +196.1% |
| 3Y | +776.8% | +45.0% | +731.8% | +514.7% |
| 5Y | +424.8% | -22.6% | +447.4% | +416.3% |
| All | +496.2% | +46.7% | +449.5% | +226.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling