+239.5%
GM vs RL
+372.9%
-133.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -0.2% | +2.6% | -2.8% | -1.3% |
| 30D | +3.6% | +2.9% | +0.6% | +2.3% |
| 3M | -0.2% | 0.0% | -0.2% | -0.5% |
| 6M | +13.9% | +17.1% | -3.2% | +5.5% |
| YTD | +6.5% | +10.1% | -3.7% | +0.7% |
| 1Y | +20.7% | +17.3% | +3.3% | +11.0% |
| 3Y | +229.5% | +249.3% | -19.9% | +80.8% |
| 5Y | +41.5% | +240.9% | -199.4% | -22.8% |
| 10Y | +204.8% | +337.3% | -132.5% | +38.2% |
| All | +239.5% | +372.9% | -133.4% | +43.1% |
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