+330.2%
RCL vs GD
+165.4%
+164.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -2.9% |
| 7D | -0.2% | +1.9% | -2.1% | -1.9% |
| 30D | +14.4% | +9.2% | +5.2% | +5.3% |
| 3M | +5.2% | -7.5% | +12.6% | +12.3% |
| 6M | +26.1% | +5.8% | +20.4% | +17.8% |
| YTD | +17.4% | +9.8% | +7.6% | +3.6% |
| 1Y | +24.7% | +5.8% | +18.9% | +14.2% |
| 3Y | +250.9% | +58.0% | +192.9% | +106.6% |
| 5Y | +293.8% | +100.4% | +193.4% | +71.2% |
| All | +330.2% | +165.4% | +164.8% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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