+12.1%
GS vs RCL
+30.9%
-18.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.7% |
| 7D | -3.2% | +6.5% | -9.7% | -4.6% |
| 30D | -2.4% | +15.9% | -18.3% | -5.6% |
| 3M | -15.7% | +2.7% | -18.4% | -16.3% |
| 6M | -6.8% | +15.2% | -22.0% | -10.4% |
| YTD | -0.1% | +19.2% | -19.3% | -5.2% |
| 1Y | +12.1% | +31.6% | -19.5% | +4.0% |
| All | +12.1% | +30.9% | -18.8% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling