+24.5%
GLD vs RKT
-21.9%
+46.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -0.5% | +2.1% | -2.6% | -0.8% |
| 30D | +4.4% | +1.4% | +3.0% | +4.0% |
| 3M | -1.1% | +6.3% | -7.4% | -2.6% |
| 6M | -13.8% | -15.5% | +1.7% | -12.5% |
| YTD | +2.6% | -27.4% | +30.0% | +6.7% |
| 1Y | +24.5% | -26.6% | +51.1% | +28.7% |
| All | +24.5% | -21.9% | +46.4% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 1y: compounded portfolio wealth divided by compounded RKT 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…
1y analysis · Full analysis span regression · 6 months rolling