+699.7%
GLD vs RRX
+819.3%
-119.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.8% |
| 7D | -5.5% | +12.6% | -18.1% | -5.7% |
| 30D | -7.0% | +10.6% | -17.6% | -7.2% |
| 3M | -12.4% | +4.6% | -17.0% | -12.5% |
| 6M | -18.0% | -13.6% | -4.4% | -18.0% |
| YTD | -10.5% | +29.4% | -39.9% | -10.8% |
| 1Y | -8.1% | +31.9% | -40.0% | -8.5% |
| 3Y | +97.7% | +68.3% | +29.4% | +96.0% |
| 5Y | +103.4% | +13.2% | +90.2% | +101.9% |
| 10Y | +203.1% | +209.9% | -6.9% | +198.1% |
| All | +699.7% | +819.3% | -119.7% | +672.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling