+124.5%
GLD vs RCAT
+796.4%
-671.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -1.8% |
| 7D | +0.7% | +5.4% | -4.6% | +0.6% |
| 30D | +0.3% | -5.6% | +5.9% | +0.4% |
| 3M | +0.6% | -30.2% | +30.8% | +1.2% |
| 6M | -15.6% | -43.4% | +27.8% | -15.0% |
| YTD | +0.9% | +9.6% | -8.8% | +0.8% |
| 1Y | +19.4% | -2.0% | +21.4% | +19.3% |
| 3Y | +124.5% | +825.0% | -700.5% | +120.6% |
| All | +124.5% | +796.4% | -671.9% | +120.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling