+371.1%
GH vs RL
+239.0%
+132.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.6% |
| 7D | +0.6% | +2.6% | -2.0% | -0.5% |
| 30D | -6.9% | +2.9% | -9.9% | -8.0% |
| 3M | -4.9% | 0.0% | -4.9% | -5.3% |
| 6M | +54.1% | +17.1% | +37.0% | +42.3% |
| YTD | +48.5% | +10.1% | +38.4% | +40.1% |
| 1Y | +61.2% | +17.3% | +43.8% | +47.4% |
| 3Y | +570.3% | +249.3% | +321.0% | +276.4% |
| 5Y | +46.1% | +240.9% | -194.8% | -18.9% |
| All | +371.1% | +239.0% | +132.1% | +145.1% |
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 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