+311.5%
RCL vs GFS
-8.5%
+320.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -3.2% |
| 7D | +0.6% | +6.2% | -5.6% | -1.6% |
| 30D | +19.4% | -11.4% | +30.8% | +23.1% |
| 3M | +9.8% | -15.5% | +25.2% | +14.4% |
| 6M | +28.6% | -42.6% | +71.3% | +49.4% |
| YTD | +22.2% | +23.2% | -1.0% | +2.7% |
| 1Y | +29.7% | +23.6% | +6.1% | +8.5% |
| 3Y | +265.3% | -17.2% | +282.5% | +237.7% |
| 5Y | +301.8% | -23.4% | +325.2% | +241.0% |
| All | +311.5% | -8.5% | +320.0% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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