+191.9%
RCL vs GH
+459.8%
-267.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.2% |
| 7D | +8.5% | -11.2% | +19.7% | +10.8% |
| 30D | +20.4% | -7.2% | +27.6% | +21.8% |
| 3M | +11.0% | -7.1% | +18.1% | +11.6% |
| 6M | +24.9% | +62.3% | -37.5% | +11.9% |
| YTD | +23.9% | +52.1% | -28.2% | +11.8% |
| 1Y | +30.8% | +58.6% | -27.8% | +16.9% |
| 3Y | +270.4% | +619.9% | -349.5% | +130.8% |
| 5Y | +296.1% | +49.7% | +246.4% | +201.5% |
| All | +191.9% | +459.8% | -267.9% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling