+1,144.9%
RCL vs GNRC
+2,120.5%
-975.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | -0.5% | +4.8% | -5.3% | -2.1% |
| 30D | -17.3% | -10.4% | -7.0% | -14.4% |
| 3M | -2.8% | -28.5% | +25.7% | +8.0% |
| 6M | -4.4% | -6.8% | +2.4% | -4.3% |
| YTD | -4.2% | +39.5% | -43.7% | -18.4% |
| 1Y | -23.4% | +3.4% | -26.8% | -28.2% |
| 3Y | +179.4% | +65.1% | +114.2% | +112.1% |
| 5Y | +238.8% | -57.1% | +295.8% | +284.1% |
| 10Y | +350.2% | +432.5% | -82.3% | +88.5% |
| All | +1,144.9% | +2,120.5% | -975.6% | +168.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling