+605.1%
RVMD vs GAP
+45.0%
+560.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.3% |
| 7D | -3.0% | -4.1% | +1.1% | -2.2% |
| 30D | -0.7% | +6.2% | -6.9% | -2.3% |
| 3M | +36.5% | -0.7% | +37.2% | +35.6% |
| 6M | +104.6% | -7.1% | +111.7% | +103.6% |
| YTD | +155.8% | -14.1% | +169.9% | +157.6% |
| 1Y | +340.7% | -8.5% | +349.2% | +335.7% |
| 3Y | +519.9% | +115.4% | +404.6% | +366.6% |
| 5Y | +584.9% | +9.8% | +575.1% | +469.9% |
| All | +605.1% | +45.0% | +560.1% | +404.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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