+226.6%
RCL vs GFI
+515.1%
-288.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | -2.5% | -5.1% | +2.7% | -2.1% |
| 30D | -15.7% | +13.4% | -29.1% | -16.6% |
| 3M | -3.6% | +36.2% | -39.9% | -6.2% |
| 6M | -8.7% | -9.8% | +1.2% | -8.8% |
| YTD | -6.2% | +7.7% | -13.8% | -7.5% |
| 1Y | -22.9% | +27.2% | -50.1% | -24.8% |
| 3Y | +173.6% | +300.3% | -126.7% | +141.4% |
| 5Y | +226.6% | +539.8% | -313.2% | +167.5% |
| All | +226.6% | +515.1% | -288.6% | +167.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling