+605.1%
RVMD vs GNRC
+66.1%
+539.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.8% |
| 7D | -3.0% | -0.2% | -2.8% | -2.9% |
| 30D | -0.7% | -15.7% | +15.0% | +4.9% |
| 3M | +36.5% | -27.3% | +63.9% | +50.0% |
| 6M | +104.6% | -12.1% | +116.7% | +106.0% |
| YTD | +155.8% | +37.1% | +118.7% | +116.5% |
| 1Y | +340.7% | -0.5% | +341.1% | +313.7% |
| 3Y | +519.9% | +61.5% | +458.4% | +361.1% |
| 5Y | +584.9% | -58.6% | +643.5% | +705.9% |
| All | +605.1% | +66.1% | +539.0% | +283.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling