+496.2%
RVMD vs GPC
+56.7%
+439.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -10.4% | +0.4% | -10.8% | -10.5% |
| 30D | -11.0% | -6.3% | -4.7% | -9.5% |
| 3M | -14.7% | -8.2% | -6.5% | -12.9% |
| 6M | +14.9% | +27.1% | -12.2% | +4.9% |
| YTD | +116.3% | +3.1% | +113.2% | +108.4% |
| 1Y | +167.6% | +0.1% | +167.5% | +160.4% |
| 3Y | +776.8% | +0.2% | +776.6% | +726.7% |
| 5Y | +424.8% | +4.9% | +419.9% | +386.1% |
| All | +496.2% | +56.7% | +439.4% | +407.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling