+157.4%
GE vs RL
+369.1%
-211.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +5.4% | +1.3% | +4.1% | +4.7% |
| 30D | +9.6% | +7.6% | +2.0% | +6.3% |
| 3M | -7.7% | -1.5% | -6.2% | -7.3% |
| 6M | +14.0% | +12.1% | +2.0% | +7.5% |
| YTD | +10.2% | +13.9% | -3.8% | +2.9% |
| 1Y | +8.9% | +20.7% | -11.7% | -0.9% |
| 3Y | +273.7% | +260.6% | +13.1% | +105.3% |
| 5Y | +410.2% | +248.9% | +161.4% | +174.4% |
| 10Y | +157.4% | +355.9% | -198.5% | +14.0% |
| All | +157.4% | +369.1% | -211.7% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling