+130.7%
GLD vs RDW
+5.0%
+125.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.6% | -8.4% | -1.9% |
| 7D | +0.7% | +9.5% | -8.7% | +0.5% |
| 30D | +0.3% | -17.4% | +17.7% | +0.7% |
| 3M | +0.6% | -39.5% | +40.1% | +1.4% |
| 6M | -15.6% | +31.3% | -46.9% | -16.4% |
| YTD | +0.9% | +47.8% | -46.9% | -0.3% |
| 1Y | +19.4% | +33.8% | -14.5% | +18.0% |
| 3Y | +124.5% | +262.3% | -137.8% | +118.0% |
| 5Y | +138.9% | -5.7% | +144.6% | +137.9% |
| All | +130.7% | +5.0% | +125.7% | +127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling