-10.3%
GFS vs RL
+247.5%
-257.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.1% |
| 7D | +7.4% | +2.6% | +4.8% | +5.9% |
| 30D | -15.3% | +2.9% | -18.2% | -16.7% |
| 3M | -21.1% | 0.0% | -21.1% | -21.4% |
| 6M | -44.5% | +17.1% | -61.6% | -49.3% |
| YTD | +19.2% | +10.1% | +9.1% | +11.5% |
| 1Y | +27.2% | +17.3% | +9.9% | +14.7% |
| 3Y | -20.1% | +249.3% | -269.5% | -62.4% |
| 5Y | -25.6% | +240.9% | -266.5% | -65.9% |
| All | -10.3% | +247.5% | -257.8% | -59.0% |
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