+531.8%
RVMD vs GPC
-1.1%
+532.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | +0.3% | +1.3% | -1.0% | 0.0% |
| 3M | +38.9% | +37.1% | +1.8% | +27.2% |
| 6M | +108.1% | +23.2% | +84.9% | +96.1% |
| YTD | +160.7% | +13.1% | +147.7% | +146.2% |
| 1Y | +407.3% | +0.9% | +406.4% | +396.4% |
| All | +531.8% | -1.1% | +532.9% | +479.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 3y: compounded portfolio wealth divided by compounded GPC 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…
3y analysis · Full analysis span regression · 6 months rolling