+244.0%
GLW vs RCL
+285.8%
-41.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | +0.3% |
| 7D | +15.5% | -0.2% | +15.8% | +15.6% |
| 30D | -19.6% | +14.4% | -33.9% | -22.6% |
| 3M | -28.5% | +5.2% | -33.7% | -29.7% |
| 6M | -39.5% | +26.1% | -65.6% | -43.3% |
| YTD | +37.2% | +17.4% | +19.8% | +29.2% |
| 1Y | +35.4% | +24.7% | +10.7% | +25.3% |
| 3Y | +359.7% | +250.9% | +108.8% | +220.0% |
| 5Y | +244.0% | +293.8% | -49.8% | +119.8% |
| All | +244.0% | +285.8% | -41.8% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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