+722.8%
GLD vs RRX
+830.4%
-107.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.2% |
| 7D | -2.0% | +5.4% | -7.3% | -2.1% |
| 30D | -4.4% | +12.0% | -16.4% | -4.7% |
| 3M | -8.9% | +6.1% | -15.1% | -9.1% |
| 6M | -16.0% | -13.2% | -2.8% | -15.9% |
| YTD | -7.9% | +31.0% | -38.8% | -8.3% |
| 1Y | -3.9% | +38.8% | -42.6% | -4.4% |
| 3Y | +103.4% | +70.3% | +33.1% | +101.6% |
| 5Y | +109.7% | +15.5% | +94.2% | +108.1% |
| 10Y | +211.8% | +213.7% | -1.8% | +206.7% |
| All | +722.8% | +830.4% | -107.6% | +695.1% |
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