+304.5%
RCL vs GTLB
-50.5%
+355.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.1% |
| 7D | +8.5% | -10.9% | +19.4% | +11.2% |
| 30D | +20.4% | -15.3% | +35.7% | +24.4% |
| 3M | +11.0% | +14.6% | -3.6% | +6.7% |
| 6M | +24.9% | +79.6% | -54.7% | +7.1% |
| YTD | +23.9% | +24.3% | -0.5% | +13.9% |
| 1Y | +30.8% | +1.0% | +29.8% | +25.9% |
| 3Y | +270.4% | +4.6% | +265.8% | +233.6% |
| 5Y | +296.1% | -63.7% | +359.8% | +269.1% |
| All | +304.5% | -50.5% | +355.0% | +269.4% |
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