+128.5%
GLD vs RPRX
+137.9%
-9.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | -0.5% | +5.1% | -5.6% | -0.8% |
| 30D | +4.4% | +11.2% | -6.8% | +3.7% |
| 3M | -1.1% | +16.7% | -17.8% | -2.0% |
| 6M | -13.8% | +36.0% | -49.8% | -15.3% |
| YTD | +2.6% | +67.8% | -65.2% | +0.2% |
| 1Y | +24.5% | +76.7% | -52.2% | +21.4% |
| All | +128.5% | +137.9% | -9.4% | +115.2% |
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