+216.0%
GLD vs RSP
+207.9%
+8.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | -0.5% | -0.8% | +0.2% | -0.5% |
| 30D | +4.4% | -0.3% | +4.7% | +4.4% |
| 3M | -1.1% | +4.3% | -5.4% | -1.4% |
| 6M | -13.8% | +8.8% | -22.6% | -14.3% |
| YTD | +2.6% | +15.3% | -12.6% | +1.6% |
| 1Y | +24.5% | +18.3% | +6.2% | +23.1% |
| 3Y | +125.8% | +52.8% | +73.0% | +119.9% |
| 5Y | +137.8% | +51.7% | +86.1% | +130.9% |
| All | +216.0% | +207.9% | +8.2% | +209.3% |
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