+340.7%
RVMD vs GAP
-7.6%
+348.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | +0.3% |
| 7D | -3.0% | -4.1% | +1.1% | -3.2% |
| 30D | -0.7% | +6.2% | -6.9% | -0.3% |
| 3M | +36.5% | -0.7% | +37.2% | +37.5% |
| 6M | +104.6% | -7.1% | +111.7% | +101.8% |
| YTD | +155.8% | -14.1% | +169.9% | +154.3% |
| 1Y | +340.7% | -8.5% | +349.2% | +317.5% |
| All | +340.7% | -7.6% | +348.3% | +317.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling