+244.0%
RL vs GPC
+30.9%
+213.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.6% |
| 7D | -0.8% | +1.2% | -2.0% | -1.3% |
| 30D | -7.8% | +6.0% | -13.7% | -10.1% |
| 3M | -4.0% | +42.6% | -46.6% | -18.7% |
| 6M | -1.9% | +22.8% | -24.6% | -11.4% |
| YTD | -0.2% | +15.5% | -15.6% | -8.9% |
| 1Y | +10.7% | +2.0% | +8.6% | +6.9% |
| 3Y | +210.8% | -1.4% | +212.2% | +192.6% |
| All | +244.0% | +30.9% | +213.1% | +142.0% |
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 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