+1,395.2%
RL vs GFI
+1,126.1%
+269.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.1% |
| 7D | -0.8% | +3.1% | -3.9% | -0.9% |
| 30D | -7.8% | +27.1% | -34.9% | -8.7% |
| 3M | -4.0% | +21.2% | -25.2% | -4.8% |
| 6M | -1.9% | -4.5% | +2.6% | -2.0% |
| YTD | -0.2% | +11.7% | -11.9% | -1.0% |
| 1Y | +10.7% | +46.0% | -35.4% | +8.6% |
| 3Y | +210.8% | +309.6% | -98.8% | +192.3% |
| 5Y | +238.2% | +506.0% | -267.8% | +210.6% |
| 10Y | +313.4% | +1,009.2% | -695.8% | +260.1% |
| All | +1,395.2% | +1,126.1% | +269.1% | +1,205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling