+746.1%
GLD vs RL
+1,173.6%
-427.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.3% | +8.2% | +0.8% |
| 7D | +1.9% | -4.7% | +6.6% | +1.9% |
| 30D | -1.8% | +3.6% | -5.3% | -1.8% |
| 3M | -3.6% | +0.5% | -4.2% | -3.6% |
| 6M | -10.2% | +6.6% | -16.8% | -10.2% |
| YTD | -5.3% | +8.8% | -14.1% | -5.2% |
| 1Y | +2.5% | +21.8% | -19.3% | +2.7% |
| 3Y | +103.2% | +245.8% | -142.6% | +106.8% |
| 5Y | +121.1% | +230.0% | -108.9% | +125.1% |
| 10Y | +201.9% | +369.4% | -167.6% | +211.8% |
| All | +746.1% | +1,173.6% | -427.5% | +769.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling