+105.7%
RVMD vs GFI
-11.2%
+116.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.6% |
| 7D | -3.6% | -5.1% | +1.6% | -2.7% |
| 30D | -1.1% | +13.4% | -14.5% | -3.3% |
| 3M | +41.0% | +36.2% | +4.8% | +32.5% |
| 6M | +105.7% | -9.8% | +115.5% | +104.6% |
| All | +105.7% | -11.2% | +116.8% | +104.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling