+608.0%
RVMD vs GTLB
-50.1%
+658.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -3.0% | -5.7% | +2.7% | -1.9% |
| 30D | -0.7% | +15.1% | -15.9% | -3.8% |
| 3M | +36.5% | +65.5% | -28.9% | +22.7% |
| 6M | +104.6% | +102.9% | +1.7% | +75.1% |
| YTD | +155.8% | +25.2% | +130.6% | +137.9% |
| 1Y | +340.7% | -5.5% | +346.2% | +329.6% |
| 3Y | +519.9% | -10.9% | +530.8% | +475.8% |
| All | +608.0% | -50.1% | +658.2% | +519.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling