+118.6%
GLD vs RKT
0.0%
+118.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | +4.7% | +17.7% | -13.0% | +3.7% |
| 30D | -0.9% | +31.6% | -32.5% | -2.5% |
| 3M | -4.4% | +13.9% | -18.3% | -5.2% |
| 6M | -13.6% | +2.8% | -16.4% | -14.1% |
| YTD | -6.0% | -22.2% | +16.2% | -5.5% |
| 1Y | +1.8% | -3.5% | +5.3% | +1.6% |
| 3Y | +103.2% | +95.3% | +7.9% | +94.7% |
| All | +118.6% | 0.0% | +118.5% | +105.1% |
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