+457.2%
GS vs RCL
+381.8%
+75.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.2% |
| 7D | +1.6% | +8.5% | -6.9% | -0.7% |
| 30D | +1.7% | +20.4% | -18.7% | -3.7% |
| 3M | -11.6% | +11.0% | -22.6% | -14.5% |
| 6M | -1.9% | +24.9% | -26.8% | -8.9% |
| YTD | +5.1% | +23.9% | -18.8% | -3.5% |
| 1Y | +16.4% | +30.8% | -14.4% | +5.0% |
| 3Y | +199.0% | +270.4% | -71.4% | +97.7% |
| 5Y | +157.4% | +296.1% | -138.7% | +56.8% |
| 10Y | +457.2% | +375.0% | +82.2% | +188.3% |
| All | +457.2% | +381.8% | +75.4% | +188.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling