+208.4%
GLD vs RL
+369.1%
-160.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | +2.8% | +1.3% | +1.5% | +2.8% |
| 30D | -4.0% | +7.6% | -11.6% | -4.0% |
| 3M | -8.2% | -1.5% | -6.7% | -8.3% |
| 6M | -14.8% | +12.1% | -26.9% | -14.9% |
| YTD | -6.8% | +13.9% | -20.7% | -6.8% |
| 1Y | -2.4% | +20.7% | -23.0% | -2.4% |
| 3Y | +105.8% | +260.6% | -154.8% | +108.3% |
| 5Y | +113.3% | +248.9% | -135.5% | +115.7% |
| 10Y | +208.4% | +355.9% | -147.5% | +221.5% |
| All | +208.4% | +369.1% | -160.7% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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