-2.4%
GFS vs RL
+215.1%
-217.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.4% |
| 7D | +1.0% | -0.8% | +1.8% | +1.4% |
| 30D | -8.6% | -7.8% | -0.8% | -4.8% |
| 3M | -46.5% | -4.0% | -42.5% | -45.7% |
| 6M | -4.8% | -1.9% | -2.9% | -4.5% |
| YTD | +29.7% | -0.2% | +29.8% | +28.2% |
| 1Y | +35.8% | +10.7% | +25.2% | +26.7% |
| 3Y | -18.3% | +210.8% | -229.1% | -58.9% |
| All | -2.4% | +215.1% | -217.5% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling