+2,706.6%
GLW vs RCL
+4,549.4%
-1,842.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | +3.8% | -5.1% | +8.9% | +5.3% |
| 30D | -1.3% | -19.0% | +17.7% | +4.6% |
| 3M | -21.8% | -9.6% | -12.2% | -19.7% |
| 6M | +6.9% | -6.7% | +13.6% | +8.6% |
| YTD | +77.2% | -3.9% | +81.1% | +76.3% |
| 1Y | +123.2% | -25.1% | +148.3% | +136.8% |
| 3Y | +400.0% | +179.1% | +220.9% | +255.2% |
| 5Y | +342.8% | +243.3% | +99.5% | +176.3% |
| 10Y | +771.4% | +325.8% | +445.6% | +322.0% |
| All | +2,706.6% | +4,549.4% | -1,842.8% | +485.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling