+219.1%
RCL vs GNRC
-58.7%
+277.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.5% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -15.5% | -15.7% | +0.2% | -11.1% |
| 3M | -9.7% | -27.3% | +17.7% | -1.2% |
| 6M | -8.7% | -12.1% | +3.3% | -6.9% |
| YTD | -5.8% | +37.1% | -42.9% | -18.3% |
| 1Y | -24.5% | -0.5% | -24.0% | -27.8% |
| 3Y | +173.9% | +61.5% | +112.4% | +112.8% |
| All | +219.1% | -58.7% | +277.8% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 5y: compounded portfolio wealth divided by compounded GNRC 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…
5y analysis · Full analysis span regression · 6 months rolling