+732.3%
GLD vs RSG
+1,736.8%
-1,004.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 3M | -8.2% | +15.8% | -24.0% | -8.4% |
| 6M | -14.8% | +24.6% | -39.4% | -15.1% |
| YTD | -6.8% | +18.2% | -25.0% | -7.0% |
| 1Y | -2.4% | +22.8% | -25.2% | -2.7% |
| 3Y | +105.8% | +62.4% | +43.4% | +104.5% |
| 5Y | +113.3% | +96.0% | +17.3% | +111.5% |
| 10Y | +208.4% | +448.5% | -240.1% | +204.7% |
| All | +732.3% | +1,736.8% | -1,004.6% | +716.5% |
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