+342.5%
RCL vs GAP
+28.3%
+314.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | +0.1% |
| 7D | -2.2% | -3.2% | +1.0% | -0.9% |
| 30D | -15.7% | -0.7% | -15.0% | -16.0% |
| 3M | -8.0% | -0.5% | -7.5% | -8.8% |
| 6M | -10.1% | -5.0% | -5.2% | -10.1% |
| YTD | -5.9% | -14.7% | +8.8% | -2.2% |
| 1Y | -23.5% | -8.6% | -14.8% | -23.4% |
| 3Y | +174.4% | +108.4% | +66.0% | +61.3% |
| 5Y | +227.1% | +5.8% | +221.4% | +141.3% |
| 10Y | +342.5% | +29.6% | +312.9% | +114.8% |
| All | +342.5% | +28.3% | +314.2% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling