+105.8%
GLD vs RVMD
+860.0%
-754.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.9% | -2.6% |
| 7D | +2.8% | -0.6% | +3.4% | +2.8% |
| 30D | -4.0% | +1.7% | -5.7% | -4.0% |
| 3M | -8.2% | -6.7% | -1.5% | -8.1% |
| 6M | -14.8% | +36.1% | -51.0% | -15.3% |
| YTD | -6.8% | +142.4% | -149.2% | -8.6% |
| 1Y | -2.4% | +207.8% | -210.1% | -5.1% |
| 3Y | +105.8% | +879.5% | -773.7% | +81.1% |
| All | +105.8% | +860.0% | -754.3% | +81.1% |
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