+333.1%
RCL vs GIS
-19.5%
+352.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -1.9% | -6.4% | +4.5% | -2.1% |
| 30D | -15.5% | -6.1% | -9.4% | -15.7% |
| 3M | -9.7% | +7.8% | -17.5% | -9.3% |
| 6M | -8.7% | -8.8% | +0.1% | -9.0% |
| YTD | -5.8% | -19.1% | +13.4% | -6.5% |
| 1Y | -24.5% | -24.8% | +0.3% | -25.3% |
| 3Y | +173.9% | -37.6% | +211.5% | +167.6% |
| 5Y | +228.0% | -25.4% | +253.4% | +222.8% |
| All | +333.1% | -19.5% | +352.6% | +297.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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