+40.7%
GPN vs RL
+342.1%
-301.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.8% | -11.2% | -11.7% |
| 7D | -7.1% | +2.4% | -9.5% | -8.0% |
| 30D | +7.7% | +4.6% | +3.1% | +5.6% |
| 3M | -0.1% | -1.1% | +1.0% | -0.2% |
| 6M | +29.4% | +16.5% | +12.9% | +20.7% |
| YTD | +15.1% | +11.4% | +3.7% | +8.5% |
| 1Y | +15.4% | +16.1% | -0.6% | +7.0% |
| 3Y | -16.5% | +252.6% | -269.1% | -51.7% |
| 5Y | -29.6% | +244.9% | -274.4% | -60.1% |
| All | +40.7% | +342.1% | -301.5% | -27.0% |
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 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