+304.7%
RL vs GFI
+1,066.8%
-762.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.7% |
| 7D | -3.4% | -4.9% | +1.4% | -3.4% |
| 30D | -14.4% | +10.7% | -25.2% | -14.6% |
| 3M | -13.6% | +25.6% | -39.2% | -13.8% |
| 6M | +0.6% | -8.3% | +8.8% | +0.3% |
| YTD | -3.6% | +6.3% | -9.9% | -3.8% |
| 1Y | +8.3% | +22.1% | -13.7% | +8.3% |
| 3Y | +204.8% | +289.2% | -84.4% | +209.4% |
| 5Y | +232.9% | +531.7% | -298.7% | +242.8% |
| All | +304.7% | +1,066.8% | -762.1% | +355.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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