-23.5%
RCL vs GFS
+39.8%
-63.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.1% |
| 7D | -2.2% | +4.5% | -6.7% | -2.9% |
| 30D | -15.7% | -8.2% | -7.5% | -14.6% |
| 3M | -8.0% | -38.9% | +30.9% | -0.1% |
| 6M | -10.1% | -2.9% | -7.3% | -12.6% |
| YTD | -5.9% | +31.8% | -37.7% | -16.2% |
| 1Y | -23.5% | +43.1% | -66.6% | -34.5% |
| All | -23.5% | +39.8% | -63.3% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling