+211.8%
GLD vs RRC
+72.2%
+139.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | -4.4% | +25.2% | -29.6% | -4.6% |
| 3M | -8.9% | +27.8% | -36.7% | -9.1% |
| 6M | -16.0% | +27.2% | -43.2% | -16.1% |
| YTD | -7.9% | +48.2% | -56.0% | -8.2% |
| 1Y | -3.9% | +34.7% | -38.6% | -4.1% |
| 3Y | +103.4% | +62.2% | +41.2% | +102.6% |
| 5Y | +109.7% | +130.9% | -21.2% | +109.0% |
| 10Y | +211.8% | +73.4% | +138.4% | +216.9% |
| All | +211.8% | +72.2% | +139.7% | +216.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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