+464.0%
RVMD vs GPC
+6.4%
+457.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -6.2% |
| 7D | -9.5% | -2.1% | -7.4% | -8.9% |
| 30D | -6.8% | -4.5% | -2.3% | -5.8% |
| 3M | -12.1% | -7.7% | -4.4% | -10.3% |
| 6M | +25.4% | +24.3% | +1.0% | +14.6% |
| YTD | +126.9% | +3.5% | +123.4% | +116.8% |
| 1Y | +182.0% | +0.7% | +181.2% | +172.1% |
| 3Y | +816.8% | 0.0% | +816.8% | +742.7% |
| 5Y | +464.0% | +5.8% | +458.1% | +371.9% |
| All | +464.0% | +6.4% | +457.6% | +371.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling