+746.1%
GLD vs RBA
+1,336.6%
-590.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +1.9% | +7.3% | -5.5% | +1.6% |
| 30D | -1.8% | +16.9% | -18.7% | -2.4% |
| 3M | -3.6% | -0.5% | -3.1% | -3.7% |
| 6M | -10.2% | -10.4% | +0.2% | -10.0% |
| YTD | -5.3% | -7.2% | +2.0% | -5.2% |
| 1Y | +2.5% | -2.2% | +4.7% | +2.3% |
| 3Y | +103.2% | +43.7% | +59.5% | +99.4% |
| 5Y | +121.1% | +38.7% | +82.4% | +116.6% |
| 10Y | +201.9% | +231.7% | -29.9% | +184.9% |
| All | +746.1% | +1,336.6% | -590.6% | +576.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 all: compounded portfolio wealth divided by compounded RBA 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…
all analysis · Full analysis span regression · 6 months rolling