+247.1%
RL vs GPC
+6.4%
+240.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -4.4% | -2.1% | -2.3% | -3.4% |
| 30D | +5.6% | -4.5% | +10.1% | +7.7% |
| 3M | -0.6% | -7.7% | +7.0% | +2.7% |
| 6M | +15.5% | +24.3% | -8.8% | +3.6% |
| YTD | +12.3% | +3.5% | +8.9% | +7.3% |
| 1Y | +19.3% | +0.7% | +18.6% | +15.3% |
| 3Y | +255.5% | 0.0% | +255.6% | +224.4% |
| 5Y | +247.1% | +5.8% | +241.2% | +165.6% |
| All | +247.1% | +6.4% | +240.6% | +165.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling