+96.9%
GLD vs RCAT
+331.8%
-234.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.2% |
| 7D | -4.6% | -5.9% | +1.4% | -4.4% |
| 30D | -5.5% | -19.7% | +14.2% | -5.0% |
| 3M | -10.9% | -62.9% | +51.9% | -8.9% |
| 6M | -17.4% | -59.6% | +42.1% | -15.9% |
| YTD | -10.3% | -52.1% | +41.8% | -8.6% |
| 1Y | -7.2% | -50.9% | +43.7% | -5.5% |
| 3Y | +96.9% | +333.8% | -236.9% | +96.0% |
| All | +96.9% | +331.8% | -234.9% | +96.0% |
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 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