+281.6%
RCL vs GTLB
-64.3%
+345.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +5.0% | +3.4% |
| 7D | +5.0% | -9.6% | +14.5% | +7.3% |
| 30D | +19.4% | -14.5% | +33.9% | +23.2% |
| 3M | +5.9% | +20.9% | -15.0% | +0.4% |
| 6M | +23.8% | +81.4% | -57.6% | +5.7% |
| YTD | +22.8% | +25.6% | -2.7% | +12.5% |
| 1Y | +34.3% | +3.4% | +30.8% | +28.4% |
| 3Y | +276.4% | +8.9% | +267.5% | +234.8% |
| 5Y | +281.6% | -64.0% | +345.6% | +322.8% |
| All | +281.6% | -64.3% | +345.9% | +322.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling