+213.1%
GLD vs RRX
+216.7%
-3.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.7% |
| 7D | -3.4% | -3.7% | +0.4% | -3.3% |
| 30D | -1.1% | -9.3% | +8.1% | -1.0% |
| 3M | +5.8% | -21.8% | +27.6% | +6.2% |
| 6M | -17.1% | -22.0% | +5.0% | -16.8% |
| YTD | 0.0% | +11.9% | -11.9% | +0.1% |
| 1Y | +18.2% | +11.6% | +6.6% | +18.3% |
| 3Y | +122.6% | +2.2% | +120.4% | +122.3% |
| 5Y | +137.1% | +14.9% | +122.2% | +136.4% |
| All | +213.1% | +216.7% | -3.6% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RRX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling