+333.1%
RCL vs GFI
+1,066.8%
-733.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | -1.9% | -4.9% | +2.9% | -1.5% |
| 30D | -15.5% | +10.7% | -26.3% | -16.3% |
| 3M | -9.7% | +25.6% | -35.3% | -11.6% |
| 6M | -8.7% | -8.3% | -0.5% | -8.6% |
| YTD | -5.8% | +6.3% | -12.1% | -7.0% |
| 1Y | -24.5% | +22.1% | -46.5% | -26.5% |
| 3Y | +173.9% | +289.2% | -115.3% | +137.7% |
| 5Y | +228.0% | +531.7% | -303.7% | +164.8% |
| All | +333.1% | +1,066.8% | -733.8% | +222.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling