+211.8%
GLD vs RCL
+368.0%
-156.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -1.1% |
| 7D | -2.0% | +0.6% | -2.6% | -2.0% |
| 30D | -4.4% | +19.4% | -23.9% | -4.5% |
| 3M | -8.9% | +9.8% | -18.7% | -9.0% |
| 6M | -16.0% | +28.6% | -44.6% | -16.1% |
| YTD | -7.9% | +22.2% | -30.0% | -8.0% |
| 1Y | -3.9% | +29.7% | -33.6% | -4.0% |
| 3Y | +103.4% | +265.3% | -161.9% | +103.4% |
| 5Y | +109.7% | +301.8% | -192.0% | +109.1% |
| 10Y | +211.8% | +360.5% | -148.6% | +203.8% |
| All | +211.8% | +368.0% | -156.1% | +203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling