+103.2%
GLD vs RCL
+266.4%
-163.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | +4.7% | +6.5% | -1.8% | +4.4% |
| 30D | -0.9% | +15.9% | -16.8% | -1.5% |
| 3M | -4.4% | +2.7% | -7.1% | -4.7% |
| 6M | -13.6% | +15.2% | -28.8% | -14.3% |
| YTD | -6.0% | +19.2% | -25.2% | -6.7% |
| 1Y | +1.8% | +31.6% | -29.8% | +1.0% |
| 3Y | +103.2% | +274.2% | -171.0% | +96.7% |
| All | +103.2% | +266.4% | -163.2% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling