+234.8%
RCL vs GAP
+9.0%
+225.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -5.1% | -4.5% | -0.6% | -3.6% |
| 30D | -19.0% | +9.0% | -28.0% | -21.8% |
| 3M | -9.6% | +5.0% | -14.6% | -11.7% |
| 6M | -6.7% | -17.8% | +11.1% | -2.2% |
| YTD | -3.9% | -10.4% | +6.5% | -2.3% |
| 1Y | -25.1% | -3.4% | -21.7% | -26.1% |
| 3Y | +179.1% | +111.5% | +67.6% | +81.8% |
| All | +234.8% | +9.0% | +225.8% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling