+121.8%
RCL vs GH
+486.6%
-364.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -15.7% | -2.6% | -13.0% | -15.3% |
| 3M | -8.0% | +25.1% | -33.1% | -12.5% |
| 6M | -10.1% | +78.5% | -88.6% | -20.5% |
| YTD | -5.9% | +59.4% | -65.3% | -15.2% |
| 1Y | -23.5% | +173.9% | -197.3% | -38.6% |
| 3Y | +174.4% | +382.7% | -208.4% | +86.0% |
| 5Y | +227.1% | +24.4% | +202.7% | +155.2% |
| All | +121.8% | +486.6% | -364.8% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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