+212.2%
GLD vs RL
+397.7%
-185.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.9% | +1.8% |
| 7D | +4.9% | +0.2% | +4.7% | +4.9% |
| 30D | -1.3% | +7.3% | -8.6% | -1.3% |
| 3M | -4.8% | +1.0% | -5.8% | -4.8% |
| 6M | -12.5% | +11.8% | -24.3% | -12.5% |
| YTD | -4.2% | +13.6% | -17.8% | -4.3% |
| 1Y | +3.0% | +24.0% | -21.0% | +3.1% |
| 3Y | +109.1% | +256.6% | -147.5% | +111.8% |
| 5Y | +121.6% | +240.2% | -118.7% | +124.1% |
| 10Y | +212.2% | +373.0% | -160.7% | +223.4% |
| All | +212.2% | +397.7% | -185.4% | +223.4% |
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