+212.2%
GLD vs RCL
+396.5%
-184.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.9% |
| 7D | +4.9% | +5.0% | 0.0% | +4.9% |
| 30D | -1.3% | +19.4% | -20.7% | -1.4% |
| 3M | -4.8% | +5.9% | -10.7% | -4.8% |
| 6M | -12.5% | +23.8% | -36.3% | -12.6% |
| YTD | -4.2% | +22.8% | -27.0% | -4.3% |
| 1Y | +3.0% | +34.3% | -31.2% | +3.0% |
| 3Y | +109.1% | +276.4% | -167.3% | +109.2% |
| 5Y | +121.6% | +281.6% | -160.0% | +120.9% |
| 10Y | +212.2% | +379.0% | -166.8% | +209.0% |
| All | +212.2% | +396.5% | -184.3% | +209.0% |
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