+2,064.0%
GS vs RCL
+905.5%
+1,158.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.9% | -5.1% | +6.0% | +2.7% |
| 30D | -1.6% | -19.0% | +17.4% | +5.7% |
| 3M | -4.5% | -9.6% | +5.1% | -1.8% |
| 6M | +20.9% | -6.7% | +27.6% | +22.1% |
| YTD | +19.9% | -3.9% | +23.8% | +18.5% |
| 1Y | +41.4% | -25.1% | +66.5% | +51.0% |
| 3Y | +239.2% | +179.1% | +60.0% | +125.3% |
| 5Y | +185.0% | +243.3% | -58.3% | +60.6% |
| 10Y | +655.0% | +325.8% | +329.2% | +209.5% |
| All | +2,064.0% | +905.5% | +1,158.5% | +298.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling