-32.0%
GFS vs RL
+240.9%
-273.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.8% | -0.9% | +1.7% |
| 7D | -3.1% | +0.2% | -3.4% | -3.3% |
| 30D | -16.0% | +7.3% | -23.4% | -19.3% |
| 3M | -24.7% | +1.0% | -25.7% | -25.5% |
| 6M | -45.1% | +11.8% | -56.9% | -48.8% |
| YTD | +16.5% | +13.6% | +2.9% | +7.0% |
| 1Y | +19.3% | +24.0% | -4.7% | +4.1% |
| 3Y | -20.0% | +256.6% | -276.5% | -63.5% |
| 5Y | -32.0% | +240.2% | -272.2% | -70.7% |
| All | -32.0% | +240.9% | -273.0% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling