+234.8%
RCL vs GD
+97.9%
+136.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +0.8% |
| 7D | -5.1% | -5.3% | +0.2% | -2.3% |
| 30D | -19.0% | -6.4% | -12.6% | -16.2% |
| 3M | -9.6% | +5.7% | -15.3% | -12.7% |
| 6M | -6.7% | -0.9% | -5.7% | -6.7% |
| YTD | -3.9% | +8.2% | -12.1% | -9.6% |
| 1Y | -25.1% | +13.4% | -38.5% | -31.5% |
| 3Y | +179.1% | +68.5% | +110.6% | +90.9% |
| All | +234.8% | +97.9% | +136.9% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling