+206.1%
GLD vs RSG
+452.6%
-246.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.6% | +2.5% | -7.1% | -4.6% |
| 30D | -5.5% | +12.7% | -18.2% | -5.8% |
| 3M | -10.9% | +17.9% | -28.8% | -11.3% |
| 6M | -17.4% | +25.0% | -42.4% | -18.1% |
| YTD | -10.3% | +20.8% | -31.1% | -10.9% |
| 1Y | -7.2% | +24.3% | -31.4% | -7.9% |
| 3Y | +96.9% | +65.3% | +31.7% | +93.2% |
| 5Y | +103.8% | +99.1% | +4.7% | +98.5% |
| All | +206.1% | +452.6% | -246.5% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling