+12.6%
GFS vs RL
+16.8%
-4.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +7.0% |
| 7D | -7.8% | -4.2% | -3.7% | -5.6% |
| 30D | -19.7% | +4.3% | -23.9% | -21.4% |
| 3M | -23.1% | -4.6% | -18.5% | -21.2% |
| 6M | -46.4% | +1.7% | -48.1% | -48.1% |
| YTD | +11.0% | +7.3% | +3.7% | +2.4% |
| 1Y | +12.6% | +20.8% | -8.2% | -1.1% |
| All | +12.6% | +16.8% | -4.1% | -1.1% |
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