+113.3%
GLD vs RL
+245.5%
-132.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | +2.8% | +1.3% | +1.5% | +2.7% |
| 30D | -4.0% | +7.6% | -11.6% | -4.3% |
| 3M | -8.2% | -1.5% | -6.7% | -8.2% |
| 6M | -14.8% | +12.1% | -26.9% | -15.2% |
| YTD | -6.8% | +13.9% | -20.7% | -7.3% |
| 1Y | -2.4% | +20.7% | -23.0% | -3.1% |
| 3Y | +105.8% | +260.6% | -154.8% | +100.5% |
| 5Y | +113.3% | +248.9% | -135.5% | +102.3% |
| All | +113.3% | +245.5% | -132.2% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling