+84.7%
GLD vs RBRK
+124.5%
-39.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.7% |
| 7D | -2.0% | -7.5% | +5.5% | -1.7% |
| 30D | -1.5% | -10.4% | +8.9% | -1.2% |
| 3M | +3.2% | +21.3% | -18.1% | +2.5% |
| 6M | -16.3% | +50.6% | -66.9% | -17.4% |
| YTD | +0.6% | +13.3% | -12.7% | -0.1% |
| 1Y | +19.1% | +11.2% | +7.9% | +18.2% |
| All | +84.7% | +124.5% | -39.8% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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