+5,811.4%
RCL vs GAP
+884.4%
+4,926.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.6% |
| 7D | +0.6% | -9.3% | +10.0% | +4.3% |
| 30D | +19.4% | -5.5% | +24.9% | +21.8% |
| 3M | +9.8% | +3.5% | +6.3% | +7.4% |
| 6M | +28.6% | +0.7% | +27.9% | +25.7% |
| YTD | +22.2% | -13.4% | +35.5% | +25.4% |
| 1Y | +29.7% | -7.7% | +37.4% | +29.9% |
| 3Y | +265.3% | +74.4% | +190.9% | +155.8% |
| 5Y | +301.8% | +5.3% | +296.4% | +217.6% |
| 10Y | +360.5% | +4.7% | +355.8% | +215.7% |
| All | +5,811.4% | +884.4% | +4,926.9% | +2,369.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling