+123.5%
GLD vs RDW
+241.5%
-118.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.9% |
| 3M | +3.2% | -37.9% | +41.1% | +4.3% |
| 6M | -16.3% | +12.3% | -28.5% | -17.0% |
| YTD | +0.6% | +39.7% | -39.1% | -0.5% |
| 1Y | +19.1% | +25.7% | -6.6% | +17.7% |
| 3Y | +123.5% | +230.8% | -107.3% | +118.0% |
| All | +123.5% | +241.5% | -118.0% | +118.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling