+27.2%
GFS vs RL
+15.3%
+12.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.1% |
| 7D | +7.4% | +2.6% | +4.8% | +5.8% |
| 30D | -15.3% | +2.9% | -18.2% | -16.6% |
| 3M | -21.1% | 0.0% | -21.1% | -21.0% |
| 6M | -44.5% | +17.1% | -61.6% | -49.8% |
| YTD | +19.2% | +10.1% | +9.1% | +8.1% |
| 1Y | +27.2% | +17.3% | +9.9% | +14.5% |
| All | +27.2% | +15.3% | +12.0% | +14.5% |
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