+583.5%
RVMD vs GPC
+29.3%
+554.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -3.6% | -1.8% | -1.8% | -3.0% |
| 30D | -1.1% | +0.1% | -1.2% | -1.2% |
| 3M | +41.0% | +37.4% | +3.7% | +25.6% |
| 6M | +105.7% | +25.4% | +80.3% | +89.0% |
| YTD | +155.3% | +12.2% | +143.1% | +139.0% |
| 1Y | +402.7% | -0.3% | +403.1% | +392.5% |
| 3Y | +533.1% | -1.6% | +534.7% | +498.5% |
| 5Y | +583.5% | +31.0% | +552.6% | +440.7% |
| All | +583.5% | +29.3% | +554.2% | +440.7% |
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