+95.7%
GLD vs RKT
+0.4%
+95.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | +4.9% | +10.3% | -5.4% | +4.5% |
| 30D | -1.3% | +32.3% | -33.6% | -2.4% |
| 3M | -4.8% | +10.7% | -15.5% | -5.2% |
| 6M | -12.5% | -3.2% | -9.3% | -12.7% |
| YTD | -4.2% | -21.5% | +17.3% | -3.9% |
| 1Y | +3.0% | -6.0% | +9.0% | +2.9% |
| 3Y | +109.1% | +104.2% | +4.9% | +104.0% |
| 5Y | +121.6% | +2.5% | +119.1% | +116.7% |
| All | +95.7% | +0.4% | +95.3% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling