+588.9%
RVMD vs GFI
+524.1%
+64.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | -3.0% | -4.9% | +1.9% | -2.5% |
| 30D | -0.7% | +10.7% | -11.5% | -1.8% |
| 3M | +36.5% | +25.6% | +10.9% | +33.1% |
| 6M | +104.6% | -8.3% | +112.9% | +104.4% |
| YTD | +155.8% | +6.3% | +149.5% | +149.8% |
| 1Y | +340.7% | +22.1% | +318.6% | +320.5% |
| 3Y | +519.9% | +289.2% | +230.7% | +395.0% |
| All | +588.9% | +524.1% | +64.8% | +383.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling