+816.6%
GLD vs RBA
+1,166.3%
-349.7%
-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% | -1.2% | -0.9% |
| 7D | -0.5% | -2.9% | +2.4% | -0.4% |
| 30D | +4.4% | -12.3% | +16.7% | +4.9% |
| 3M | -1.1% | -20.5% | +19.4% | -0.4% |
| 6M | -13.8% | -18.5% | +4.8% | -13.3% |
| YTD | +2.6% | -18.2% | +20.9% | +3.2% |
| 1Y | +24.5% | -27.5% | +52.0% | +25.8% |
| 3Y | +125.8% | +38.1% | +87.8% | +122.0% |
| 5Y | +137.8% | +44.8% | +93.0% | +132.6% |
| 10Y | +221.4% | +187.1% | +34.2% | +205.1% |
| All | +816.6% | +1,166.3% | -349.7% | +636.2% |
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