+1,530.1%
RL vs GPC
+834.1%
+696.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.6% | -5.8% | -6.4% |
| 7D | -4.7% | +1.7% | -6.4% | -5.6% |
| 30D | +3.6% | -2.3% | +5.9% | +5.0% |
| 3M | +0.5% | -4.5% | +5.0% | +3.2% |
| 6M | +6.6% | +21.6% | -15.0% | -7.7% |
| YTD | +8.8% | +4.0% | +4.8% | +2.0% |
| 1Y | +21.8% | +3.5% | +18.2% | +14.4% |
| 3Y | +245.8% | +2.1% | +243.7% | +208.2% |
| 5Y | +230.0% | +5.5% | +224.5% | +182.7% |
| 10Y | +369.4% | +90.7% | +278.7% | +154.2% |
| All | +1,530.1% | +834.1% | +696.0% | +192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling