+211.8%
GLD vs RL
+347.1%
-135.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.1% |
| 7D | -2.0% | -4.4% | +2.4% | -1.9% |
| 30D | -4.4% | +5.6% | -10.0% | -4.5% |
| 3M | -8.9% | -0.6% | -8.3% | -8.9% |
| 6M | -16.0% | +15.5% | -31.4% | -16.0% |
| YTD | -7.9% | +12.3% | -20.2% | -7.9% |
| 1Y | -3.9% | +19.3% | -23.2% | -3.9% |
| 3Y | +103.4% | +255.5% | -152.1% | +105.9% |
| 5Y | +109.7% | +247.1% | -137.3% | +112.1% |
| 10Y | +211.8% | +346.0% | -134.2% | +226.9% |
| All | +211.8% | +347.1% | -135.3% | +226.9% |
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