+746.1%
GLD vs RSP
+712.2%
+33.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.0% |
| 7D | +1.9% | -1.4% | +3.3% | +2.0% |
| 30D | -1.8% | +2.1% | -3.9% | -1.9% |
| 3M | -3.6% | -0.9% | -2.7% | -3.6% |
| 6M | -10.2% | +7.5% | -17.8% | -10.6% |
| YTD | -5.3% | +14.6% | -19.8% | -5.9% |
| 1Y | +2.5% | +17.6% | -15.2% | +1.6% |
| 3Y | +103.2% | +60.8% | +42.4% | +98.5% |
| 5Y | +121.1% | +46.1% | +74.9% | +116.4% |
| 10Y | +201.9% | +221.4% | -19.5% | +185.4% |
| All | +746.1% | +712.2% | +33.9% | +625.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling