+23.6%
RCL vs GD
+2.4%
+21.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.8% |
| 7D | +3.9% | -3.9% | +7.8% | +4.3% |
| 30D | +11.8% | +8.1% | +3.7% | +10.3% |
| 3M | -0.8% | -6.8% | +5.9% | -0.2% |
| 6M | +23.6% | +3.0% | +20.6% | +20.8% |
| All | +23.6% | +2.4% | +21.2% | +20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling