+816.6%
GLD vs RMD
+2,124.3%
-1,307.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -0.5% | -5.0% | +4.5% | -0.3% |
| 30D | +4.4% | +2.2% | +2.2% | +4.3% |
| 3M | -1.1% | +17.8% | -18.9% | -1.9% |
| 6M | -13.8% | -11.3% | -2.4% | -13.4% |
| YTD | +2.6% | -4.4% | +7.1% | +2.8% |
| 1Y | +24.5% | -15.7% | +40.2% | +25.3% |
| 3Y | +125.8% | +47.7% | +78.1% | +121.1% |
| 5Y | +137.8% | -19.2% | +157.0% | +137.5% |
| 10Y | +221.4% | +280.4% | -59.0% | +200.8% |
| All | +816.6% | +2,124.3% | -1,307.7% | +678.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling