+177.6%
RCL vs GH
+446.7%
-269.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.8% |
| 7D | -1.2% | +0.6% | -1.7% | -1.3% |
| 30D | +17.8% | -6.9% | +24.8% | +19.1% |
| 3M | +4.9% | -4.9% | +9.9% | +5.1% |
| 6M | +23.7% | +54.1% | -30.3% | +12.0% |
| YTD | +17.8% | +48.5% | -30.7% | +6.8% |
| 1Y | +28.9% | +61.2% | -32.2% | +14.8% |
| 3Y | +241.9% | +570.3% | -328.5% | +116.0% |
| 5Y | +295.4% | +46.1% | +249.3% | +202.3% |
| All | +177.6% | +446.7% | -269.0% | +69.3% |
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