+141.0%
GS vs RCL
+256.9%
-115.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.1% | -3.2% | -5.5% |
| 7D | -6.3% | +3.9% | -10.3% | -7.4% |
| 30D | -3.1% | +11.8% | -14.9% | -6.2% |
| 3M | -17.7% | -0.8% | -16.8% | -17.7% |
| 6M | -4.6% | +23.6% | -28.2% | -11.1% |
| YTD | +0.3% | +17.6% | -17.3% | -6.5% |
| 1Y | +11.7% | +28.3% | -16.6% | +1.3% |
| 3Y | +183.6% | +261.4% | -77.9% | +94.4% |
| 5Y | +141.0% | +245.3% | -104.4% | +59.4% |
| All | +141.0% | +256.9% | -115.9% | +59.4% |
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