-2.8%
GLD vs RCAT
-52.7%
+50.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.4% | +3.8% | -2.2% |
| 7D | +2.8% | -5.6% | +8.4% | +3.0% |
| 30D | -4.0% | -27.0% | +23.1% | -1.7% |
| 3M | -8.2% | -57.9% | +49.7% | -1.9% |
| 6M | -14.8% | -59.4% | +44.6% | -9.7% |
| YTD | -6.8% | -46.9% | +40.1% | -3.9% |
| All | -2.8% | -52.7% | +50.0% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling