+121.1%
GLD vs RACE
+65.1%
+56.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.0% |
| 7D | +1.9% | +5.7% | -3.8% | +1.4% |
| 30D | -1.8% | +9.3% | -11.1% | -2.5% |
| 3M | -3.6% | +3.8% | -7.5% | -4.0% |
| 6M | -10.2% | +29.8% | -40.0% | -12.0% |
| YTD | -5.3% | +15.6% | -20.9% | -6.6% |
| 1Y | +2.5% | +5.1% | -2.6% | +1.6% |
| 3Y | +103.2% | +30.8% | +72.4% | +96.9% |
| 5Y | +121.1% | +67.4% | +53.7% | +109.9% |
| All | +121.1% | +65.1% | +56.0% | +109.9% |
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