+1.8%
GLD vs RACE
+3.3%
-1.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | +4.7% | +5.1% | -0.4% | +3.8% |
| 30D | -0.9% | +7.7% | -8.6% | -2.2% |
| 3M | -4.4% | +2.2% | -6.6% | -4.8% |
| 6M | -13.6% | +23.8% | -37.3% | -15.9% |
| YTD | -6.0% | +13.9% | -19.9% | -8.0% |
| 1Y | +1.8% | +3.8% | -2.0% | -0.1% |
| All | +1.8% | +3.3% | -1.5% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling