+124.5%
GLD vs RVMD
+545.7%
-421.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.7% |
| 7D | +0.7% | -1.2% | +2.0% | +0.8% |
| 30D | +0.3% | +1.1% | -0.7% | +0.3% |
| 3M | +0.6% | +39.6% | -39.0% | -0.1% |
| 6M | -15.6% | +110.7% | -126.3% | -16.9% |
| YTD | +0.9% | +160.3% | -159.4% | -1.5% |
| 1Y | +19.4% | +404.9% | -385.5% | +13.9% |
| 3Y | +124.5% | +545.5% | -421.0% | +104.8% |
| All | +124.5% | +545.7% | -421.2% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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