+816.6%
GLD vs RSG
+1,546.7%
-730.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.8% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | +4.4% | +7.6% | -3.2% | +4.3% |
| 3M | -1.1% | +7.4% | -8.5% | -1.2% |
| 6M | -13.8% | -3.3% | -10.5% | -13.7% |
| YTD | +2.6% | +6.0% | -3.4% | +2.5% |
| 1Y | +24.5% | -3.7% | +28.2% | +24.6% |
| 3Y | +125.8% | +59.1% | +66.7% | +124.4% |
| 5Y | +137.8% | +89.0% | +48.8% | +135.9% |
| 10Y | +221.4% | +412.5% | -191.1% | +217.8% |
| All | +816.6% | +1,546.7% | -730.2% | +800.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling