-23.5%
RCL vs GH
+170.3%
-193.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -15.7% | -2.6% | -13.0% | -15.4% |
| 3M | -8.0% | +25.1% | -33.1% | -11.4% |
| 6M | -10.1% | +78.5% | -88.6% | -18.4% |
| YTD | -5.9% | +59.4% | -65.3% | -14.1% |
| 1Y | -23.5% | +173.9% | -197.3% | -32.2% |
| All | -23.5% | +170.3% | -193.8% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling