+58.4%
GH vs RL
+19.4%
+39.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -8.2% | -4.4% | -3.8% | -7.0% |
| 30D | -4.9% | +5.6% | -10.5% | -6.0% |
| 3M | -6.2% | -0.6% | -5.6% | -5.5% |
| 6M | +60.0% | +15.5% | +44.6% | +51.4% |
| YTD | +51.5% | +12.3% | +39.2% | +45.7% |
| 1Y | +58.4% | +19.3% | +39.1% | +51.5% |
| All | +58.4% | +19.4% | +39.0% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling