+211.8%
GLD vs RACE
+741.5%
-529.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.0% | -3.9% | +1.9% | -1.7% |
| 30D | -4.4% | +6.8% | -11.3% | -4.8% |
| 3M | -8.9% | +1.3% | -10.3% | -9.0% |
| 6M | -16.0% | +26.3% | -42.3% | -17.0% |
| YTD | -7.9% | +13.8% | -21.7% | -8.7% |
| 1Y | -3.9% | -0.5% | -3.4% | -4.2% |
| 3Y | +103.4% | +25.6% | +77.8% | +99.9% |
| 5Y | +109.7% | +67.6% | +42.1% | +102.7% |
| 10Y | +211.8% | +724.7% | -512.8% | +193.5% |
| All | +211.8% | +741.5% | -529.7% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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