+96.9%
GLD vs RSP
+65.5%
+31.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -4.6% | +2.4% | -6.9% | -5.3% |
| 30D | -5.5% | +4.3% | -9.7% | -6.7% |
| 3M | -10.9% | -0.3% | -10.6% | -10.9% |
| 6M | -17.4% | +9.8% | -27.3% | -19.5% |
| YTD | -10.3% | +16.8% | -27.1% | -13.5% |
| 1Y | -7.2% | +19.5% | -26.7% | -10.8% |
| 3Y | +96.9% | +65.1% | +31.8% | +70.8% |
| All | +96.9% | +65.5% | +31.4% | +70.8% |
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