+118.6%
GLD vs RACE
+65.0%
+53.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | +4.7% | +5.1% | -0.4% | +4.3% |
| 30D | -0.9% | +7.7% | -8.6% | -1.5% |
| 3M | -4.4% | +2.2% | -6.6% | -4.6% |
| 6M | -13.6% | +23.8% | -37.3% | -14.9% |
| YTD | -6.0% | +13.9% | -19.9% | -7.2% |
| 1Y | +1.8% | +3.8% | -2.0% | +1.0% |
| 3Y | +103.2% | +28.0% | +75.1% | +97.2% |
| All | +118.6% | +65.0% | +53.5% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling