+319.7%
RL vs GPC
+74.9%
+244.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +2.6% | +0.4% | +2.1% | +2.4% |
| 30D | +2.9% | -6.3% | +9.2% | +6.7% |
| 3M | 0.0% | -8.2% | +8.2% | +4.6% |
| 6M | +17.1% | +27.1% | -10.0% | +0.8% |
| YTD | +10.1% | +3.1% | +7.0% | +4.6% |
| 1Y | +17.3% | +0.1% | +17.3% | +13.4% |
| 3Y | +249.3% | +0.2% | +249.1% | +218.5% |
| 5Y | +240.9% | +4.9% | +236.0% | +194.9% |
| All | +319.7% | +74.9% | +244.8% | +160.0% |
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