+201.7%
RL vs GFI
+304.2%
-102.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.3% |
| 7D | -0.3% | +4.7% | -5.0% | -0.7% |
| 30D | -17.5% | +14.4% | -31.9% | -18.6% |
| 3M | -14.0% | +32.5% | -46.5% | -16.5% |
| 6M | -2.0% | -7.2% | +5.2% | -2.5% |
| YTD | -4.6% | +10.9% | -15.5% | -6.6% |
| 1Y | +9.5% | +35.5% | -26.0% | +6.0% |
| All | +201.7% | +304.2% | -102.6% | +174.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling