+206.1%
GLD vs RL
+337.1%
-130.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.2% |
| 7D | -4.6% | +2.6% | -7.2% | -4.6% |
| 30D | -5.5% | +2.9% | -8.4% | -5.5% |
| 3M | -10.9% | 0.0% | -10.9% | -10.9% |
| 6M | -17.4% | +17.1% | -34.5% | -17.4% |
| YTD | -10.3% | +10.1% | -20.4% | -10.3% |
| 1Y | -7.2% | +17.3% | -24.5% | -7.1% |
| 3Y | +96.9% | +249.3% | -152.4% | +99.2% |
| 5Y | +103.8% | +240.9% | -137.2% | +106.0% |
| All | +206.1% | +337.1% | -130.9% | +224.7% |
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