+296.1%
RCL vs GFS
-30.9%
+327.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +8.5% | -5.3% | +13.8% | +10.1% |
| 30D | +20.4% | -15.8% | +36.2% | +26.4% |
| 3M | +11.0% | -18.6% | +29.6% | +17.2% |
| 6M | +24.9% | -45.0% | +69.8% | +47.0% |
| YTD | +23.9% | +16.8% | +7.1% | +6.0% |
| 1Y | +30.8% | +17.8% | +13.0% | +11.1% |
| 3Y | +270.4% | -21.5% | +291.9% | +248.5% |
| 5Y | +296.1% | -29.3% | +325.5% | +264.2% |
| All | +296.1% | -30.9% | +327.0% | +264.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling