+333.1%
RCL vs GWRE
+131.0%
+202.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -1.9% | -13.2% | +11.3% | +3.5% |
| 30D | -15.5% | -18.6% | +3.0% | -10.3% |
| 3M | -9.7% | +18.9% | -28.6% | -19.4% |
| 6M | -8.7% | -11.0% | +2.2% | -10.5% |
| YTD | -5.8% | -29.9% | +24.1% | +1.7% |
| 1Y | -24.5% | -44.3% | +19.9% | -8.9% |
| 3Y | +173.9% | +51.7% | +122.2% | +79.4% |
| 5Y | +228.0% | +15.4% | +212.5% | +141.2% |
| All | +333.1% | +131.0% | +202.1% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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