+216.0%
GLD vs RL
+313.2%
-97.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.9% | -0.8% |
| 7D | -0.5% | -0.8% | +0.3% | -0.5% |
| 30D | +4.4% | -7.8% | +12.2% | +4.4% |
| 3M | -1.1% | -4.0% | +2.9% | -1.1% |
| 6M | -13.8% | -1.9% | -11.9% | -13.8% |
| YTD | +2.6% | -0.2% | +2.8% | +2.7% |
| 1Y | +24.5% | +10.7% | +13.8% | +24.6% |
| 3Y | +125.8% | +210.8% | -84.9% | +128.8% |
| 5Y | +137.8% | +238.2% | -100.4% | +141.4% |
| All | +216.0% | +313.2% | -97.1% | +230.2% |
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