+816.6%
GLD vs RCAT
-99.8%
+916.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.8% |
| 7D | -0.5% | -1.4% | +0.9% | -0.5% |
| 30D | +4.4% | -3.3% | +7.7% | +4.4% |
| 3M | -1.1% | -43.2% | +42.1% | -1.1% |
| 6M | -13.8% | -43.2% | +29.4% | -13.8% |
| YTD | +2.6% | +5.5% | -2.9% | +2.6% |
| 1Y | +24.5% | -1.6% | +26.2% | +24.5% |
| 3Y | +125.8% | +773.7% | -647.8% | +125.7% |
| 5Y | +137.8% | +187.6% | -49.8% | +137.7% |
| 10Y | +221.4% | -98.5% | +319.8% | +221.9% |
| All | +816.6% | -99.8% | +916.4% | +821.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling