+103.4%
GLD vs RCL
+285.8%
-182.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -2.7% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | -7.0% | +14.4% | -21.4% | -7.3% |
| 3M | -12.4% | +5.2% | -17.5% | -12.5% |
| 6M | -18.0% | +26.1% | -44.2% | -18.4% |
| YTD | -10.5% | +17.4% | -27.8% | -10.8% |
| 1Y | -8.1% | +24.7% | -32.7% | -8.4% |
| 3Y | +97.7% | +250.9% | -153.2% | +94.5% |
| 5Y | +103.4% | +293.8% | -190.4% | +94.0% |
| All | +103.4% | +285.8% | -182.3% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling