+519.9%
RVMD vs GWRE
+50.1%
+469.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -3.0% | -13.2% | +10.3% | -0.5% |
| 30D | -0.7% | -18.6% | +17.9% | +2.0% |
| 3M | +36.5% | +18.9% | +17.6% | +27.7% |
| 6M | +104.6% | -11.0% | +115.6% | +101.5% |
| YTD | +155.8% | -29.9% | +185.7% | +167.2% |
| 1Y | +340.7% | -44.3% | +385.0% | +389.3% |
| 3Y | +519.9% | +51.7% | +468.3% | +303.4% |
| All | +519.9% | +50.1% | +469.8% | +303.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling