+346.0%
RL vs GPC
+78.6%
+267.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -4.4% | -2.1% | -2.3% | -3.1% |
| 30D | +5.6% | -4.5% | +10.1% | +8.3% |
| 3M | -0.6% | -7.7% | +7.0% | +3.6% |
| 6M | +15.5% | +24.3% | -8.8% | +0.6% |
| YTD | +12.3% | +3.5% | +8.9% | +6.5% |
| 1Y | +19.3% | +0.7% | +18.6% | +14.8% |
| 3Y | +255.5% | 0.0% | +255.6% | +224.7% |
| 5Y | +247.1% | +5.8% | +241.2% | +198.4% |
| 10Y | +346.0% | +75.8% | +270.3% | +169.8% |
| All | +346.0% | +78.6% | +267.5% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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