+355.9%
RL vs GPC
+85.0%
+270.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +1.3% | +0.4% | +1.0% | +1.3% |
| 30D | +7.6% | -1.8% | +9.4% | +8.7% |
| 3M | -1.5% | -6.6% | +5.1% | +2.1% |
| 6M | +12.1% | +21.3% | -9.2% | -1.0% |
| YTD | +13.9% | +4.3% | +9.6% | +7.5% |
| 1Y | +20.7% | +3.3% | +17.4% | +14.5% |
| 3Y | +260.6% | +0.8% | +259.8% | +227.9% |
| 5Y | +248.9% | +7.4% | +241.5% | +197.3% |
| 10Y | +355.9% | +79.2% | +276.7% | +173.4% |
| All | +355.9% | +85.0% | +270.9% | +173.4% |
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