-4.6%
GS vs RCL
+24.8%
-29.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.1% | -3.2% | -5.6% |
| 7D | -6.3% | +3.9% | -10.3% | -7.1% |
| 30D | -3.1% | +11.8% | -14.9% | -5.4% |
| 3M | -17.7% | -0.8% | -16.8% | -17.5% |
| 6M | -4.6% | +23.6% | -28.2% | -9.7% |
| All | -4.6% | +24.8% | -29.4% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling