+274.2%
RCL vs GPC
+1.0%
+273.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.8% |
| 7D | +6.5% | +1.6% | +4.9% | +6.0% |
| 30D | +15.9% | -2.1% | +18.0% | +16.5% |
| 3M | +2.7% | -6.8% | +9.5% | +4.8% |
| 6M | +15.2% | +18.6% | -3.4% | +7.4% |
| YTD | +19.2% | +2.7% | +16.6% | +14.2% |
| 1Y | +31.6% | +1.8% | +29.8% | +26.7% |
| 3Y | +274.2% | +1.1% | +273.1% | +236.4% |
| All | +274.2% | +1.0% | +273.2% | +236.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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