-2.4%
GLD vs RACE
+2.2%
-4.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | +2.8% | +0.2% | +2.6% | +2.8% |
| 30D | -4.0% | +6.6% | -10.6% | -5.1% |
| 3M | -8.2% | +2.2% | -10.4% | -8.6% |
| 6M | -14.8% | +22.4% | -37.2% | -17.0% |
| YTD | -6.8% | +13.8% | -20.6% | -8.8% |
| 1Y | -2.4% | +2.2% | -4.6% | -4.2% |
| All | -2.4% | +2.2% | -4.6% | -4.2% |
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