-18.0%
GLD vs RCL
+23.0%
-41.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -2.2% |
| 7D | -5.5% | -0.2% | -5.3% | -5.4% |
| 30D | -7.0% | +14.4% | -21.4% | -8.8% |
| 3M | -12.4% | +5.2% | -17.5% | -13.1% |
| 6M | -18.0% | +26.1% | -44.2% | -24.2% |
| All | -18.0% | +23.0% | -41.0% | -24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling