+126.4%
RCL vs GH
+481.7%
-355.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -19.0% | -1.1% | -17.9% | -19.0% |
| 3M | -9.6% | +21.3% | -30.9% | -13.5% |
| 6M | -6.7% | +73.5% | -80.2% | -17.0% |
| YTD | -3.9% | +58.0% | -61.9% | -13.3% |
| 1Y | -25.1% | +163.1% | -188.1% | -39.4% |
| 3Y | +179.1% | +361.0% | -181.9% | +90.9% |
| 5Y | +243.3% | +22.5% | +220.8% | +168.5% |
| All | +126.4% | +481.7% | -355.2% | +37.4% |
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 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