+606.6%
RVMD vs GTLB
-49.8%
+656.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.5% |
| 7D | -3.6% | -4.1% | +0.5% | -2.8% |
| 30D | -1.1% | +12.3% | -13.4% | -3.6% |
| 3M | +41.0% | +65.9% | -24.9% | +26.7% |
| 6M | +105.7% | +104.0% | +1.7% | +75.9% |
| YTD | +155.3% | +26.0% | +129.3% | +137.1% |
| 1Y | +402.7% | -3.5% | +406.2% | +388.1% |
| 3Y | +533.1% | -9.6% | +542.7% | +486.3% |
| All | +606.6% | -49.8% | +656.4% | +517.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling