+140.0%
GLD vs RRX
+16.5%
+123.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.0% |
| 7D | +0.1% | -0.7% | +0.9% | +0.2% |
| 30D | +0.2% | -8.0% | +8.2% | +0.5% |
| 3M | +3.2% | -25.1% | +28.3% | +4.1% |
| 6M | -14.6% | -18.3% | +3.6% | -14.3% |
| YTD | +1.8% | +14.2% | -12.4% | +1.6% |
| 1Y | +20.7% | +13.0% | +7.7% | +20.5% |
| 3Y | +126.5% | +4.2% | +122.3% | +125.3% |
| 5Y | +140.0% | +17.9% | +122.2% | +132.7% |
| All | +140.0% | +16.5% | +123.5% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling