-29.3%
GFS vs RL
+244.8%
-274.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -7.3% | -2.5% | -6.2% |
| 7D | -20.7% | -4.7% | -16.0% | -18.7% |
| 30D | -25.2% | +3.6% | -28.8% | -26.5% |
| 3M | -26.3% | +0.5% | -26.8% | -26.8% |
| 6M | -50.7% | +6.6% | -57.3% | -52.7% |
| YTD | +4.5% | +8.8% | -4.3% | -1.1% |
| 1Y | +2.5% | +21.8% | -19.3% | -8.4% |
| All | -29.3% | +244.8% | -274.1% | -60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling