+205.0%
GLD vs RCAT
-99.8%
+304.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +18.6% | -19.4% | -0.8% |
| 7D | +4.7% | -12.7% | +17.4% | +4.7% |
| 30D | -0.9% | -34.3% | +33.4% | -0.8% |
| 3M | -4.4% | -53.4% | +49.0% | -4.2% |
| 6M | -13.6% | -62.0% | +48.4% | -13.4% |
| YTD | -6.0% | -49.1% | +43.1% | -5.9% |
| 1Y | +1.8% | -53.1% | +54.9% | +1.9% |
| 3Y | +103.2% | +318.7% | -215.5% | +102.6% |
| 5Y | +119.3% | +48.5% | +70.8% | +118.8% |
| All | +205.0% | -99.8% | +304.7% | +196.0% |
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