+2,600.4%
GPN vs RL
+1,967.9%
+632.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.6% |
| 7D | -5.6% | +2.6% | -8.2% | -6.5% |
| 30D | +13.6% | +2.9% | +10.7% | +12.2% |
| 3M | -2.8% | 0.0% | -2.8% | -3.2% |
| 6M | +38.1% | +17.1% | +21.0% | +29.8% |
| YTD | +19.9% | +10.1% | +9.8% | +14.5% |
| 1Y | +23.4% | +17.3% | +6.1% | +15.3% |
| 3Y | -12.6% | +249.3% | -262.0% | -44.8% |
| 5Y | -26.6% | +240.9% | -267.5% | -54.2% |
| 10Y | +40.4% | +337.3% | -296.8% | -24.9% |
| All | +2,600.4% | +1,967.9% | +632.5% | +717.2% |
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 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