+247.0%
RL vs GPC
+1.0%
+246.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -0.9% |
| 7D | -4.2% | +1.6% | -5.7% | -4.6% |
| 30D | +4.3% | -2.1% | +6.4% | +4.9% |
| 3M | -4.6% | -6.8% | +2.2% | -2.6% |
| 6M | +1.7% | +18.6% | -16.9% | -4.5% |
| YTD | +7.3% | +2.7% | +4.7% | +3.4% |
| 1Y | +20.8% | +1.8% | +19.0% | +16.7% |
| 3Y | +247.0% | +1.1% | +245.9% | +226.5% |
| All | +247.0% | +1.0% | +246.0% | +226.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling