+96.9%
GLD vs RPRX
+177.1%
-80.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.1% |
| 7D | -4.6% | +3.3% | -7.9% | -4.8% |
| 30D | -5.5% | +17.9% | -23.4% | -6.5% |
| 3M | -10.9% | +19.2% | -30.1% | -11.9% |
| 6M | -17.4% | +31.7% | -49.1% | -18.8% |
| YTD | -10.3% | +82.5% | -92.8% | -12.9% |
| 1Y | -7.2% | +78.4% | -85.6% | -9.8% |
| 3Y | +96.9% | +177.0% | -80.0% | +87.9% |
| All | +96.9% | +177.1% | -80.1% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling