+518.6%
RVMD vs GAP
+103.6%
+415.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.9% |
| 7D | -3.6% | -6.3% | +2.8% | -2.9% |
| 30D | -1.1% | -0.2% | -0.8% | -1.3% |
| 3M | +41.0% | 0.0% | +41.0% | +40.5% |
| 6M | +105.7% | -8.1% | +113.8% | +104.9% |
| YTD | +155.3% | -16.5% | +171.8% | +157.3% |
| 1Y | +402.7% | -10.5% | +413.2% | +399.3% |
| All | +518.6% | +103.6% | +415.0% | +340.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling