+139.6%
GLD vs RVMD
+510.7%
-371.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.2% |
| 7D | -4.6% | -10.4% | +5.8% | -4.4% |
| 30D | -5.5% | -11.0% | +5.5% | -5.3% |
| 3M | -10.9% | -14.7% | +3.8% | -10.6% |
| 6M | -17.4% | +14.9% | -32.3% | -17.7% |
| YTD | -10.3% | +116.3% | -126.6% | -12.0% |
| 1Y | -7.2% | +167.6% | -174.8% | -9.3% |
| 3Y | +96.9% | +776.8% | -679.9% | +86.6% |
| 5Y | +103.8% | +424.8% | -321.0% | +93.4% |
| All | +139.6% | +510.7% | -371.2% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling