+620.4%
RVMD vs GTLB
-50.0%
+670.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -0.3% |
| 7D | -1.2% | +4.6% | -5.8% | -2.2% |
| 30D | +1.1% | +21.0% | -19.9% | -3.0% |
| 3M | +39.6% | +51.7% | -12.1% | +27.6% |
| 6M | +110.7% | +89.3% | +21.4% | +82.7% |
| YTD | +160.3% | +25.6% | +134.7% | +141.9% |
| 1Y | +404.9% | -1.5% | +406.5% | +388.1% |
| 3Y | +545.5% | -9.9% | +555.4% | +498.2% |
| All | +620.4% | -50.0% | +670.3% | +529.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling