+739.4%
GLD vs RRC
+382.1%
+357.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.7% |
| 7D | +4.7% | -10.8% | +15.5% | +5.1% |
| 30D | -0.9% | +22.3% | -23.2% | -1.7% |
| 3M | -4.4% | +26.6% | -31.0% | -5.4% |
| 6M | -13.6% | +18.9% | -32.5% | -14.3% |
| YTD | -6.0% | +39.2% | -45.2% | -7.4% |
| 1Y | +1.8% | +34.0% | -32.2% | +0.4% |
| 3Y | +103.2% | +42.0% | +61.2% | +99.1% |
| 5Y | +119.3% | +111.9% | +7.5% | +109.4% |
| 10Y | +199.5% | +62.8% | +136.7% | +187.9% |
| All | +739.4% | +382.1% | +357.3% | +566.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling