+112.1%
GLD vs RSG
+96.2%
+16.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | +2.8% | +2.0% | +0.9% | +2.8% |
| 30D | -4.0% | +14.2% | -18.1% | -4.3% |
| 3M | -8.2% | +15.8% | -24.0% | -8.6% |
| 6M | -14.8% | +24.6% | -39.4% | -15.7% |
| YTD | -6.8% | +18.2% | -25.0% | -7.4% |
| 1Y | -2.4% | +22.8% | -25.2% | -3.3% |
| 3Y | +105.8% | +62.4% | +43.4% | +99.7% |
| All | +112.1% | +96.2% | +16.0% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling