+109.1%
GLD vs RACE
+26.8%
+82.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +4.9% | +3.9% | +1.0% | +4.5% |
| 30D | -1.3% | +7.4% | -8.7% | -2.0% |
| 3M | -4.8% | +1.6% | -6.4% | -4.9% |
| 6M | -12.5% | +23.3% | -35.8% | -14.0% |
| YTD | -4.2% | +14.7% | -18.9% | -5.6% |
| 1Y | +3.0% | +2.5% | +0.5% | +2.2% |
| 3Y | +109.1% | +28.0% | +81.1% | +100.9% |
| All | +109.1% | +26.8% | +82.3% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling