+81.6%
GM vs RCL
+223.1%
-141.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | -1.1% | -2.5% | +1.4% | -0.2% |
| 30D | -3.4% | -15.7% | +12.3% | +2.6% |
| 3M | +8.7% | -3.6% | +12.3% | +9.6% |
| 6M | +15.4% | -8.7% | +24.1% | +18.0% |
| YTD | +6.6% | -6.2% | +12.8% | +6.3% |
| 1Y | +51.5% | -22.9% | +74.3% | +61.5% |
| 3Y | +169.3% | +173.6% | -4.2% | +65.7% |
| 5Y | +81.6% | +226.6% | -145.0% | -6.1% |
| All | +81.6% | +223.1% | -141.5% | -6.1% |
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