+104.1%
GLD vs RKT
-7.1%
+111.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.6% | -9.0% | +4.4% | -4.1% |
| 30D | -5.5% | +30.2% | -35.7% | -6.9% |
| 3M | -10.9% | -8.8% | -2.1% | -10.6% |
| 6M | -17.4% | -0.9% | -16.5% | -17.7% |
| YTD | -10.3% | -29.2% | +18.9% | -9.3% |
| 1Y | -7.2% | -20.1% | +12.9% | -6.6% |
| 3Y | +96.9% | +81.3% | +15.6% | +89.6% |
| All | +104.1% | -7.1% | +111.1% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling