+213.8%
RCL vs GTLB
-47.1%
+260.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -5.1% | +11.1% | -16.1% | -7.4% |
| 30D | -19.0% | +37.8% | -56.8% | -25.0% |
| 3M | -9.6% | +61.6% | -71.2% | -19.6% |
| 6M | -6.7% | +98.9% | -105.6% | -22.0% |
| YTD | -3.9% | +32.8% | -36.7% | -12.4% |
| 1Y | -25.1% | +14.7% | -39.7% | -30.0% |
| 3Y | +179.1% | +1.3% | +177.8% | +154.2% |
| All | +213.8% | -47.1% | +260.9% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling