+223.7%
RCL vs GFS
-3.7%
+227.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.7% |
| 7D | -5.1% | +1.0% | -6.1% | -5.4% |
| 30D | -19.0% | -8.6% | -10.4% | -16.9% |
| 3M | -9.6% | -46.5% | +37.0% | +10.4% |
| 6M | -6.7% | -4.8% | -1.9% | -10.0% |
| YTD | -3.9% | +29.7% | -33.6% | -19.6% |
| 1Y | -25.1% | +35.8% | -60.9% | -39.0% |
| 3Y | +179.1% | -18.3% | +197.4% | +163.9% |
| All | +223.7% | -3.7% | +227.4% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling