+583.5%
RVMD vs GAP
+3.0%
+580.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.7% |
| 7D | -3.6% | -6.3% | +2.8% | -2.5% |
| 30D | -1.1% | -0.2% | -0.8% | -1.4% |
| 3M | +41.0% | 0.0% | +41.0% | +40.0% |
| 6M | +105.7% | -8.1% | +113.8% | +105.0% |
| YTD | +155.3% | -16.5% | +171.8% | +158.2% |
| 1Y | +402.7% | -10.5% | +413.2% | +399.0% |
| 3Y | +533.1% | +104.0% | +429.1% | +375.0% |
| 5Y | +583.5% | +6.8% | +576.8% | +446.6% |
| All | +583.5% | +3.0% | +580.5% | +446.6% |
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