+25.2%
GFS vs RL
+17.3%
+8.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +17.2% | +2.4% | +14.9% | +15.6% |
| 30D | -8.7% | +4.6% | -13.3% | -11.0% |
| 3M | -19.7% | -1.1% | -18.5% | -19.0% |
| 6M | -40.7% | +16.5% | -57.2% | -46.5% |
| YTD | +22.5% | +11.4% | +11.1% | +10.1% |
| 1Y | +25.2% | +16.1% | +9.1% | +11.1% |
| All | +25.2% | +17.3% | +8.0% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling