+179.4%
RCL vs GIS
-33.5%
+212.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | -0.5% | -8.3% | +7.8% | -0.8% |
| 30D | -17.3% | +2.2% | -19.5% | -17.2% |
| 3M | -2.8% | +15.7% | -18.5% | -1.5% |
| 6M | -4.4% | -12.0% | +7.6% | -5.7% |
| YTD | -4.2% | -15.0% | +10.8% | -5.7% |
| 1Y | -23.4% | -20.1% | -3.2% | -25.2% |
| 3Y | +179.4% | -34.6% | +214.0% | +165.2% |
| All | +179.4% | -33.5% | +212.9% | +165.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling