+179.4%
RCL vs GFS
-20.2%
+199.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -0.5% | +2.6% | -3.1% | -1.2% |
| 30D | -17.3% | -16.4% | -1.0% | -13.4% |
| 3M | -2.8% | -41.6% | +38.8% | +11.9% |
| 6M | -4.4% | -3.7% | -0.7% | -7.9% |
| YTD | -4.2% | +29.3% | -33.5% | -18.3% |
| 1Y | -23.4% | +37.1% | -60.5% | -36.7% |
| 3Y | +179.4% | -22.1% | +201.5% | +171.8% |
| All | +179.4% | -20.2% | +199.6% | +171.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling