-25.1%
RCL vs GFI
+45.3%
-70.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.1% |
| 7D | -5.1% | +3.1% | -8.2% | -5.6% |
| 30D | -19.0% | +27.1% | -46.1% | -22.2% |
| 3M | -9.6% | +21.2% | -30.7% | -12.8% |
| 6M | -6.7% | -4.5% | -2.2% | -8.6% |
| YTD | -3.9% | +11.7% | -15.6% | -7.5% |
| 1Y | -25.1% | +46.0% | -71.1% | -32.3% |
| All | -25.1% | +45.3% | -70.4% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling