+205.0%
GLD vs RL
+356.1%
-151.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | +4.7% | -4.2% | +8.9% | +4.7% |
| 30D | -0.9% | +4.3% | -5.2% | -0.9% |
| 3M | -4.4% | -4.6% | +0.2% | -4.4% |
| 6M | -13.6% | +1.7% | -15.3% | -13.6% |
| YTD | -6.0% | +7.3% | -13.4% | -6.0% |
| 1Y | +1.8% | +20.8% | -19.0% | +1.9% |
| 3Y | +103.2% | +247.0% | -143.8% | +105.9% |
| 5Y | +119.3% | +225.5% | -106.1% | +122.0% |
| All | +205.0% | +356.1% | -151.1% | +216.3% |
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