-23.5%
RCL vs GAP
-8.8%
-14.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.3% |
| 7D | -2.2% | -3.2% | +1.0% | -1.2% |
| 30D | -15.7% | -0.7% | -15.0% | -15.8% |
| 3M | -8.0% | -0.5% | -7.5% | -8.3% |
| 6M | -10.1% | -5.0% | -5.2% | -10.0% |
| YTD | -5.9% | -14.7% | +8.8% | -2.7% |
| 1Y | -23.5% | -8.6% | -14.8% | -23.2% |
| All | -23.5% | -8.8% | -14.7% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling