+4,537.3%
RCL vs GFI
+1,078.3%
+3,459.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -0.5% | +5.7% | -6.1% | -0.7% |
| 30D | -17.3% | +15.6% | -32.9% | -18.0% |
| 3M | -2.8% | +31.5% | -34.3% | -4.2% |
| 6M | -4.4% | -3.7% | -0.7% | -4.5% |
| YTD | -4.2% | +11.2% | -15.4% | -5.1% |
| 1Y | -23.4% | +36.4% | -59.7% | -25.0% |
| 3Y | +179.4% | +313.5% | -134.1% | +157.3% |
| 5Y | +238.8% | +528.0% | -289.3% | +202.7% |
| 10Y | +350.2% | +1,021.4% | -671.2% | +283.9% |
| All | +4,537.3% | +1,078.3% | +3,459.0% | +4,407.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling