+104.6%
GD vs RL
+243.0%
-138.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | +0.6% | -4.4% | +5.0% | +1.2% |
| 30D | +9.5% | +5.6% | +3.9% | +8.7% |
| 3M | -5.8% | -0.6% | -5.2% | -5.9% |
| 6M | +7.7% | +15.5% | -7.7% | +5.5% |
| YTD | +11.1% | +12.3% | -1.3% | +8.8% |
| 1Y | +6.1% | +19.3% | -13.2% | +3.0% |
| 3Y | +59.8% | +255.5% | -195.7% | +30.4% |
| 5Y | +104.6% | +247.1% | -142.4% | +62.3% |
| All | +104.6% | +243.0% | -138.4% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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