+133.9%
GLD vs RPRX
+79.2%
+54.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.8% |
| 7D | +4.9% | +3.4% | +1.6% | +4.8% |
| 30D | -1.3% | +20.8% | -22.1% | -2.2% |
| 3M | -4.8% | +21.6% | -26.4% | -5.5% |
| 6M | -12.5% | +36.5% | -49.1% | -13.6% |
| YTD | -4.2% | +80.4% | -84.7% | -6.4% |
| 1Y | +3.0% | +81.8% | -78.8% | +0.7% |
| 3Y | +109.1% | +170.9% | -61.7% | +100.9% |
| 5Y | +121.6% | +95.2% | +26.4% | +114.9% |
| All | +133.9% | +79.2% | +54.8% | +125.8% |
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