-22.9%
RCL vs GIS
-23.7%
+0.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | +0.1% |
| 7D | -2.5% | -8.4% | +5.9% | -1.5% |
| 30D | -15.7% | -5.2% | -10.5% | -15.2% |
| 3M | -3.6% | +8.2% | -11.8% | -4.2% |
| 6M | -8.7% | -12.0% | +3.4% | -7.1% |
| YTD | -6.2% | -18.9% | +12.7% | -3.8% |
| 1Y | -22.9% | -23.6% | +0.8% | -19.6% |
| All | -22.9% | -23.7% | +0.8% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling