-26.2%
GPN vs RL
+209.2%
-235.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.2% | -3.0% |
| 7D | -0.7% | +1.9% | -2.6% | -1.3% |
| 30D | +3.8% | -12.2% | +16.0% | +8.0% |
| 3M | +39.2% | -6.6% | +45.8% | +41.7% |
| 6M | +17.9% | +3.2% | +14.7% | +15.5% |
| YTD | +16.4% | -1.3% | +17.6% | +15.5% |
| 1Y | +3.6% | +13.6% | -10.0% | -1.7% |
| All | -26.2% | +209.2% | -235.4% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling