+4,549.4%
RCL vs GIS
+689.5%
+3,859.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | +0.6% |
| 7D | -5.1% | -7.8% | +2.8% | -2.9% |
| 30D | -19.0% | +6.6% | -25.6% | -20.6% |
| 3M | -9.6% | +21.0% | -30.5% | -14.8% |
| 6M | -6.7% | -9.1% | +2.4% | -4.7% |
| YTD | -3.9% | -13.6% | +9.7% | -0.9% |
| 1Y | -25.1% | -18.0% | -7.1% | -21.6% |
| 3Y | +179.1% | -33.7% | +212.8% | +203.9% |
| 5Y | +243.3% | -19.4% | +262.8% | +241.4% |
| 10Y | +325.8% | -21.3% | +347.0% | +302.8% |
| All | +4,549.4% | +689.5% | +3,859.9% | +2,148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling