+5.4%
GPN vs RL
+9.4%
-3.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.7% |
| 7D | -3.5% | -2.2% | -1.3% | -2.8% |
| 30D | +3.1% | -15.3% | +18.5% | +8.5% |
| 3M | +42.3% | -10.3% | +52.6% | +46.7% |
| 6M | +20.9% | -2.2% | +23.1% | +19.8% |
| YTD | +15.2% | -4.3% | +19.5% | +15.4% |
| 1Y | +5.4% | +8.9% | -3.4% | +2.2% |
| All | +5.4% | +9.4% | -3.9% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling