+442.1%
RVMD vs GAP
+2.1%
+440.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -10.4% | -1.9% | -8.5% | -10.1% |
| 30D | -11.0% | -7.1% | -3.9% | -9.9% |
| 3M | -14.7% | +4.1% | -18.8% | -15.7% |
| 6M | +14.9% | +1.9% | +13.0% | +13.1% |
| YTD | +116.3% | -15.2% | +131.5% | +118.0% |
| 1Y | +167.6% | -10.6% | +178.2% | +166.3% |
| 3Y | +776.8% | +74.6% | +702.2% | +592.2% |
| All | +442.1% | +2.1% | +440.0% | +308.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling