+205.0%
GLD vs RSP
+215.0%
-10.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.7% | -1.0% | +5.7% | +4.8% |
| 30D | -0.9% | +2.6% | -3.5% | -1.1% |
| 3M | -4.4% | -0.8% | -3.6% | -4.3% |
| 6M | -13.6% | +6.3% | -19.8% | -14.0% |
| YTD | -6.0% | +14.1% | -20.1% | -6.9% |
| 1Y | +1.8% | +18.0% | -16.3% | +0.6% |
| 3Y | +103.2% | +61.0% | +42.2% | +97.5% |
| 5Y | +119.3% | +45.6% | +73.7% | +113.2% |
| All | +205.0% | +215.0% | -10.0% | +203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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