+139.3%
GS vs RCL
+247.7%
-108.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.8% |
| 7D | -3.2% | +6.5% | -9.7% | -4.9% |
| 30D | -2.4% | +15.9% | -18.3% | -6.5% |
| 3M | -15.7% | +2.7% | -18.4% | -16.6% |
| 6M | -6.8% | +15.2% | -22.0% | -11.3% |
| YTD | -0.1% | +19.2% | -19.3% | -7.2% |
| 1Y | +12.1% | +31.6% | -19.5% | +0.8% |
| 3Y | +185.8% | +274.2% | -88.4% | +94.1% |
| All | +139.3% | +247.7% | -108.3% | +57.0% |
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 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