+439.2%
RVMD vs GFI
+45.3%
+393.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | +1.0% | +3.1% | -2.1% | +0.8% |
| 30D | +6.4% | +27.1% | -20.7% | +5.1% |
| 3M | +34.9% | +21.2% | +13.7% | +32.7% |
| 6M | +107.6% | -4.5% | +112.1% | +103.1% |
| YTD | +163.7% | +11.7% | +152.0% | +160.4% |
| 1Y | +439.2% | +46.0% | +393.2% | +390.7% |
| All | +439.2% | +45.3% | +393.9% | +390.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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