+127.7%
GLD vs RCL
+179.1%
-51.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.5% | -5.1% | +4.6% | -0.4% |
| 30D | +4.4% | -19.0% | +23.4% | +5.1% |
| 3M | -1.1% | -9.6% | +8.5% | -0.9% |
| 6M | -13.8% | -6.7% | -7.1% | -13.8% |
| YTD | +2.6% | -3.9% | +6.6% | +2.8% |
| 1Y | +24.5% | -25.1% | +49.6% | +24.3% |
| All | +127.7% | +179.1% | -51.4% | +128.3% |
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