+212.2%
GLD vs RCAT
-99.6%
+311.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.4% | -9.5% | +1.9% |
| 7D | +4.9% | +1.1% | +3.8% | +4.9% |
| 30D | -1.3% | -22.0% | +20.7% | -1.3% |
| 3M | -4.8% | -51.1% | +46.4% | -4.6% |
| 6M | -12.5% | -56.6% | +44.1% | -12.4% |
| YTD | -4.2% | -43.3% | +39.0% | -4.1% |
| 1Y | +3.0% | -51.5% | +54.6% | +3.2% |
| 3Y | +109.1% | +411.4% | -302.2% | +108.4% |
| 5Y | +121.6% | +74.4% | +47.2% | +121.0% |
| 10Y | +212.2% | -99.6% | +311.8% | +206.5% |
| All | +212.2% | -99.6% | +311.8% | +206.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling