+58.6%
GH vs RL
+22.6%
+36.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.2% |
| 7D | -11.2% | +1.3% | -12.5% | -11.4% |
| 30D | -7.2% | +7.6% | -14.9% | -8.8% |
| 3M | -7.1% | -1.5% | -5.6% | -6.1% |
| 6M | +62.3% | +12.1% | +50.3% | +55.3% |
| YTD | +52.1% | +13.9% | +38.2% | +45.7% |
| 1Y | +58.6% | +20.7% | +38.0% | +51.0% |
| All | +58.6% | +22.6% | +36.0% | +51.0% |
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