+405.5%
GH vs RL
+193.7%
+211.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.5% | +2.5% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | -2.6% | -17.5% | +14.9% | +5.1% |
| 3M | +25.1% | -14.0% | +39.1% | +32.0% |
| 6M | +78.5% | -2.0% | +80.5% | +76.6% |
| YTD | +59.4% | -4.6% | +64.0% | +59.7% |
| 1Y | +173.9% | +9.5% | +164.4% | +156.4% |
| 3Y | +382.7% | +200.5% | +182.3% | +188.5% |
| 5Y | +24.4% | +226.3% | -201.9% | -28.7% |
| All | +405.5% | +193.7% | +211.8% | +179.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling