+654.3%
GS vs RCL
+326.6%
+327.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.9% | -5.1% | +6.0% | +2.4% |
| 30D | -1.6% | -19.0% | +17.4% | +4.5% |
| 3M | -4.5% | -9.6% | +5.1% | -2.2% |
| 6M | +20.9% | -6.7% | +27.6% | +22.0% |
| YTD | +19.9% | -3.9% | +23.8% | +18.9% |
| 1Y | +41.4% | -25.1% | +66.5% | +49.7% |
| 3Y | +239.2% | +179.1% | +60.0% | +144.1% |
| 5Y | +185.0% | +243.3% | -58.3% | +81.4% |
| All | +654.3% | +326.6% | +327.7% | +322.9% |
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