+333.1%
RCL vs GPN
+28.2%
+304.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -1.9% | -4.6% | +2.7% | +1.1% |
| 30D | -15.5% | -0.3% | -15.3% | -15.7% |
| 3M | -9.7% | +35.4% | -45.1% | -27.3% |
| 6M | -8.7% | +21.7% | -30.4% | -21.8% |
| YTD | -5.8% | +14.9% | -20.6% | -18.0% |
| 1Y | -24.5% | +3.2% | -27.6% | -29.7% |
| 3Y | +173.9% | -27.1% | +201.1% | +208.3% |
| 5Y | +228.0% | -44.4% | +272.3% | +334.1% |
| All | +333.1% | +28.2% | +304.9% | +362.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling