-7.3%
GFS vs RL
+254.5%
-261.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +6.2% |
| 7D | +6.2% | -4.4% | +10.6% | +8.9% |
| 30D | -11.4% | +5.6% | -16.9% | -14.0% |
| 3M | -15.5% | -0.6% | -14.8% | -15.5% |
| 6M | -42.6% | +15.5% | -58.1% | -47.3% |
| YTD | +23.2% | +12.3% | +10.9% | +14.0% |
| 1Y | +23.6% | +19.3% | +4.3% | +10.4% |
| 3Y | -17.2% | +255.5% | -272.8% | -61.3% |
| 5Y | -23.4% | +247.1% | -270.5% | -65.3% |
| All | -7.3% | +254.5% | -261.8% | -58.0% |
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