+213.3%
GLD vs RMD
+265.7%
-52.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.5% |
| 7D | +0.7% | -4.5% | +5.2% | +1.0% |
| 30D | +0.3% | +4.6% | -4.3% | +0.1% |
| 3M | +0.6% | +14.8% | -14.2% | -0.2% |
| 6M | -15.6% | -12.1% | -3.5% | -15.1% |
| YTD | +0.9% | -7.5% | +8.3% | +1.2% |
| 1Y | +19.4% | -20.1% | +39.4% | +20.7% |
| 3Y | +124.5% | +53.9% | +70.6% | +118.8% |
| 5Y | +138.9% | -22.2% | +161.1% | +139.1% |
| 10Y | +213.3% | +268.2% | -54.9% | +203.6% |
| All | +213.3% | +265.7% | -52.4% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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