-2.4%
GLD vs RSP
+19.2%
-21.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.7% |
| 7D | +2.8% | +0.7% | +2.1% | +2.1% |
| 30D | -4.0% | +3.7% | -7.6% | -6.9% |
| 3M | -8.2% | +0.7% | -8.9% | -8.9% |
| 6M | -14.8% | +9.0% | -23.9% | -20.7% |
| YTD | -6.8% | +16.7% | -23.5% | -16.3% |
| 1Y | -2.4% | +19.0% | -21.3% | -12.9% |
| All | -2.4% | +19.2% | -21.6% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling