+401.3%
GH vs RL
+207.3%
+193.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.6% |
| 7D | -0.1% | -0.8% | +0.7% | +0.2% |
| 30D | -1.1% | -7.8% | +6.7% | +1.9% |
| 3M | +21.3% | -4.0% | +25.3% | +22.3% |
| 6M | +73.5% | -1.9% | +75.4% | +71.8% |
| YTD | +58.0% | -0.2% | +58.2% | +55.5% |
| 1Y | +163.1% | +10.7% | +152.4% | +145.5% |
| 3Y | +361.0% | +210.8% | +150.3% | +171.8% |
| 5Y | +22.5% | +238.2% | -215.7% | -30.9% |
| All | +401.3% | +207.3% | +193.9% | +172.1% |
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 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