+238.7%
GM vs RCL
+653.6%
-414.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | +0.4% | -0.5% | +0.8% | +0.6% |
| 30D | -1.8% | -17.3% | +15.5% | +5.0% |
| 3M | +2.6% | -2.8% | +5.4% | +3.2% |
| 6M | +14.6% | -4.4% | +18.9% | +15.1% |
| YTD | +6.2% | -4.2% | +10.4% | +5.2% |
| 1Y | +48.7% | -23.4% | +72.0% | +58.8% |
| 3Y | +168.3% | +179.4% | -11.1% | +69.8% |
| 5Y | +82.8% | +238.8% | -156.0% | +0.7% |
| 10Y | +226.2% | +350.2% | -124.0% | +30.4% |
| All | +238.7% | +653.6% | -414.9% | -15.8% |
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 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