+217.0%
RCL vs GFS
-2.1%
+219.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.4% |
| 7D | -2.2% | +4.5% | -6.7% | -3.7% |
| 30D | -15.7% | -8.2% | -7.5% | -13.4% |
| 3M | -8.0% | -38.9% | +30.9% | +7.3% |
| 6M | -10.1% | -2.9% | -7.3% | -13.9% |
| YTD | -5.9% | +31.8% | -37.7% | -21.6% |
| 1Y | -23.5% | +43.1% | -66.6% | -38.9% |
| 3Y | +174.4% | -20.6% | +195.0% | +163.1% |
| All | +217.0% | -2.1% | +219.2% | +142.8% |
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