+2,611.5%
GPN vs RL
+1,774.6%
+836.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.2% |
| 7D | +0.8% | -0.8% | +1.6% | +1.0% |
| 30D | +5.8% | -7.8% | +13.6% | +8.4% |
| 3M | +37.0% | -4.0% | +41.0% | +38.3% |
| 6M | +20.1% | -1.9% | +22.0% | +19.7% |
| YTD | +20.4% | -0.2% | +20.6% | +19.1% |
| 1Y | +7.4% | +10.7% | -3.3% | +2.4% |
| 3Y | -26.1% | +210.8% | -236.9% | -51.3% |
| 5Y | -38.5% | +238.2% | -276.7% | -61.4% |
| 10Y | +28.4% | +313.4% | -285.0% | -29.8% |
| All | +2,611.5% | +1,774.6% | +836.9% | +750.3% |
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