+603.6%
RVMD vs GNRC
+61.4%
+542.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.2% |
| 7D | -3.6% | -0.7% | -2.8% | -3.4% |
| 30D | -1.1% | -15.8% | +14.8% | +4.6% |
| 3M | +41.0% | -24.0% | +65.1% | +52.5% |
| 6M | +105.7% | -13.8% | +119.5% | +108.4% |
| YTD | +155.3% | +33.2% | +122.1% | +118.2% |
| 1Y | +402.7% | -1.8% | +404.5% | +374.2% |
| 3Y | +533.1% | +57.7% | +475.4% | +374.6% |
| 5Y | +583.5% | -59.7% | +643.3% | +712.2% |
| All | +603.6% | +61.4% | +542.3% | +286.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling