+213.0%
RCL vs GTLB
-50.0%
+263.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +0.9% |
| 7D | -0.5% | +4.6% | -5.0% | -1.6% |
| 30D | -17.3% | +21.0% | -38.3% | -21.2% |
| 3M | -2.8% | +51.7% | -54.5% | -12.3% |
| 6M | -4.4% | +89.3% | -93.7% | -19.2% |
| YTD | -4.2% | +25.6% | -29.8% | -11.6% |
| 1Y | -23.4% | -1.5% | -21.8% | -25.8% |
| 3Y | +179.4% | -9.9% | +189.3% | +161.4% |
| All | +213.0% | -50.0% | +263.0% | +186.6% |
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