+230.6%
RL vs GFI
+515.1%
-284.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.5% |
| 7D | -2.2% | -5.1% | +3.0% | -1.9% |
| 30D | -15.3% | +13.4% | -28.8% | -16.1% |
| 3M | -10.3% | +36.2% | -46.6% | -12.3% |
| 6M | -2.2% | -9.8% | +7.6% | -2.4% |
| YTD | -4.3% | +7.7% | -12.0% | -5.4% |
| 1Y | +8.9% | +27.2% | -18.3% | +6.8% |
| 3Y | +201.4% | +300.3% | -98.9% | +183.1% |
| 5Y | +230.6% | +539.8% | -309.2% | +212.3% |
| All | +230.6% | +515.1% | -284.6% | +212.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling