+626.7%
RVMD vs GPC
+75.5%
+551.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +1.0% | +1.2% | -0.2% | +0.6% |
| 30D | +6.4% | +6.0% | +0.5% | +4.5% |
| 3M | +34.9% | +42.6% | -7.7% | +19.5% |
| 6M | +107.6% | +22.8% | +84.8% | +92.7% |
| YTD | +163.7% | +15.5% | +148.2% | +146.4% |
| 1Y | +439.2% | +2.0% | +437.2% | +425.2% |
| 3Y | +499.2% | -1.4% | +500.6% | +474.2% |
| 5Y | +621.7% | +30.6% | +591.1% | +527.3% |
| All | +626.7% | +75.5% | +551.2% | +499.8% |
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 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