+146.4%
GLD vs RPRX
+57.8%
+88.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.5% | -1.5% |
| 7D | +0.7% | -2.8% | +3.5% | +0.9% |
| 30D | +0.3% | +7.2% | -6.8% | +0.1% |
| 3M | +0.6% | +10.9% | -10.3% | +0.2% |
| 6M | -15.6% | +34.6% | -50.1% | -16.6% |
| YTD | +0.9% | +59.0% | -58.1% | -0.8% |
| 1Y | +19.4% | +72.5% | -53.1% | +17.0% |
| 3Y | +124.5% | +124.1% | +0.4% | +117.2% |
| 5Y | +138.9% | +75.9% | +63.0% | +133.1% |
| All | +146.4% | +57.8% | +88.5% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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