+174.1%
GLD vs RVMD
+644.5%
-470.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.5% | +1.0% | -1.5% | -0.5% |
| 30D | +4.4% | +6.4% | -2.1% | +4.3% |
| 3M | -1.1% | +34.9% | -36.0% | -1.7% |
| 6M | -13.8% | +107.6% | -121.3% | -15.1% |
| YTD | +2.6% | +163.7% | -161.0% | +0.4% |
| 1Y | +24.5% | +439.2% | -414.7% | +19.7% |
| 3Y | +125.8% | +499.2% | -373.4% | +114.9% |
| 5Y | +137.8% | +621.7% | -483.9% | +124.2% |
| All | +174.1% | +644.5% | -470.3% | +156.0% |
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