+80.5%
GM vs RL
+233.3%
-152.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +1.0% | -0.8% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | -4.6% | -17.5% | +12.9% | +4.1% |
| 3M | +0.2% | -14.0% | +14.2% | +6.9% |
| 6M | +12.6% | -2.0% | +14.6% | +12.2% |
| YTD | +3.7% | -4.6% | +8.3% | +4.3% |
| 1Y | +45.6% | +9.5% | +36.1% | +36.7% |
| 3Y | +162.0% | +200.5% | -38.5% | +34.4% |
| 5Y | +80.5% | +226.3% | -145.8% | -14.8% |
| All | +80.5% | +233.3% | -152.8% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling