+283.3%
RCL vs GTLB
-49.8%
+333.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.9% | -3.9% |
| 7D | -0.2% | -3.5% | +3.3% | +0.5% |
| 30D | +14.4% | -9.0% | +23.4% | +16.5% |
| 3M | +5.2% | +15.9% | -10.7% | +0.8% |
| 6M | +26.1% | +104.9% | -78.7% | +5.1% |
| YTD | +17.4% | +26.0% | -8.6% | +7.6% |
| 1Y | +24.7% | +1.8% | +22.9% | +19.8% |
| 3Y | +250.9% | +6.0% | +244.9% | +215.1% |
| 5Y | +293.8% | -62.2% | +356.0% | +265.0% |
| All | +283.3% | -49.8% | +333.1% | +249.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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