+105.8%
GLD vs RSP
+66.0%
+39.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.7% |
| 7D | +2.8% | +0.7% | +2.1% | +2.6% |
| 30D | -4.0% | +3.7% | -7.6% | -5.0% |
| 3M | -8.2% | +0.7% | -8.9% | -8.5% |
| 6M | -14.8% | +9.0% | -23.9% | -16.8% |
| YTD | -6.8% | +16.7% | -23.5% | -10.1% |
| 1Y | -2.4% | +19.0% | -21.3% | -6.1% |
| 3Y | +105.8% | +64.7% | +41.0% | +79.2% |
| All | +105.8% | +66.0% | +39.8% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling