+579.8%
RVMD vs CG
+5.5%
+574.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +2.0% |
| 7D | -0.7% | -6.4% | +5.7% | +2.3% |
| 30D | +0.3% | -7.1% | +7.4% | +3.3% |
| 3M | +38.9% | -1.6% | +40.5% | +38.0% |
| 6M | +108.1% | -8.3% | +116.5% | +114.5% |
| YTD | +160.7% | -23.8% | +184.5% | +188.3% |
| 1Y | +407.3% | -28.7% | +436.0% | +476.0% |
| 3Y | +546.6% | +49.2% | +497.4% | +350.7% |
| 5Y | +579.8% | +5.5% | +574.3% | +475.2% |
| All | +579.8% | +5.5% | +574.3% | +475.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling