+25.7%
GPN vs RL
+311.3%
-285.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -4.3% | -3.4% | -0.9% | -3.1% |
| 30D | 0.0% | -14.4% | +14.5% | +5.8% |
| 3M | +35.8% | -13.6% | +49.4% | +42.9% |
| 6M | +22.0% | +0.6% | +21.4% | +20.4% |
| YTD | +15.2% | -3.6% | +18.8% | +15.2% |
| 1Y | +3.5% | +8.3% | -4.9% | -1.3% |
| 3Y | -26.9% | +204.8% | -231.7% | -55.0% |
| 5Y | -44.2% | +232.9% | -277.2% | -67.6% |
| All | +25.7% | +311.3% | -285.6% | -35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling