+118.6%
GLD vs RL
+226.8%
-108.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | +4.7% | -4.2% | +8.9% | +4.9% |
| 30D | -0.9% | +4.3% | -5.2% | -1.1% |
| 3M | -4.4% | -4.6% | +0.2% | -4.3% |
| 6M | -13.6% | +1.7% | -15.3% | -13.6% |
| YTD | -6.0% | +7.3% | -13.4% | -6.3% |
| 1Y | +1.8% | +20.8% | -19.0% | +1.2% |
| 3Y | +103.2% | +247.0% | -143.8% | +98.6% |
| All | +118.6% | +226.8% | -108.3% | +107.5% |
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