+3,373.0%
GD vs RL
+1,625.1%
+1,747.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.0% | -3.4% |
| 7D | +3.0% | +5.8% | -2.8% | +1.8% |
| 30D | +10.5% | +12.7% | -2.2% | +8.0% |
| 3M | -5.0% | +9.3% | -14.3% | -6.7% |
| 6M | +5.5% | +16.9% | -11.4% | +1.7% |
| YTD | +10.3% | +17.5% | -7.1% | +5.8% |
| 1Y | +8.2% | +34.6% | -26.5% | +0.9% |
| 3Y | +59.0% | +273.2% | -214.2% | +18.0% |
| 5Y | +104.3% | +265.2% | -161.0% | +48.5% |
| 10Y | +202.4% | +406.7% | -204.2% | +95.7% |
| All | +3,373.0% | +1,625.1% | +1,747.8% | +1,683.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling