+105.8%
GLD vs RCAT
+373.0%
-267.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.4% | +3.8% | -2.5% |
| 7D | +2.8% | -5.6% | +8.4% | +2.9% |
| 30D | -4.0% | -27.0% | +23.1% | -3.3% |
| 3M | -8.2% | -57.9% | +49.7% | -6.4% |
| 6M | -14.8% | -59.4% | +44.6% | -13.3% |
| YTD | -6.8% | -46.9% | +40.1% | -5.3% |
| 1Y | -2.4% | -54.0% | +51.7% | -0.8% |
| 3Y | +105.8% | +378.4% | -272.6% | +104.2% |
| All | +105.8% | +373.0% | -267.3% | +104.2% |
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