+103.2%
GLD vs RMD
+57.4%
+45.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | +4.7% | +2.3% | +2.4% | +4.5% |
| 30D | -0.9% | +4.1% | -5.0% | -1.2% |
| 3M | -4.4% | +5.7% | -10.1% | -4.9% |
| 6M | -13.6% | +12.9% | -26.5% | -14.6% |
| YTD | -6.0% | -1.5% | -4.5% | -5.9% |
| 1Y | +1.8% | -4.8% | +6.5% | +2.1% |
| 3Y | +103.2% | +57.5% | +45.7% | +96.8% |
| All | +103.2% | +57.4% | +45.7% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling