+234.8%
RCL vs GPC
+30.9%
+203.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.7% |
| 7D | -5.1% | +1.2% | -6.3% | -5.6% |
| 30D | -19.0% | +6.0% | -25.0% | -21.3% |
| 3M | -9.6% | +42.6% | -52.2% | -25.1% |
| 6M | -6.7% | +22.8% | -29.5% | -16.7% |
| YTD | -3.9% | +15.5% | -19.4% | -13.4% |
| 1Y | -25.1% | +2.0% | -27.1% | -27.8% |
| 3Y | +179.1% | -1.4% | +180.5% | +161.7% |
| All | +234.8% | +30.9% | +203.9% | +135.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling