+130.1%
GLD vs RDW
-0.7%
+130.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.7% |
| 7D | -2.0% | +0.9% | -2.8% | -2.0% |
| 30D | -1.5% | -21.3% | +19.8% | -1.0% |
| 3M | +3.2% | -37.9% | +41.1% | +4.1% |
| 6M | -16.3% | +12.3% | -28.5% | -16.9% |
| YTD | +0.6% | +39.7% | -39.1% | -0.4% |
| 1Y | +19.1% | +25.7% | -6.6% | +17.9% |
| 3Y | +123.5% | +230.8% | -107.3% | +117.4% |
| 5Y | +138.5% | -8.8% | +147.3% | +137.6% |
| All | +130.1% | -0.7% | +130.9% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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