+816.6%
GLD vs RVTY
+598.0%
+218.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.5% | +1.1% | -1.6% | -0.6% |
| 30D | +4.4% | +13.2% | -8.8% | +3.9% |
| 3M | -1.1% | +27.2% | -28.3% | -2.0% |
| 6M | -13.8% | +32.4% | -46.2% | -14.8% |
| YTD | +2.6% | +34.9% | -32.2% | +1.3% |
| 1Y | +24.5% | +52.4% | -27.9% | +22.4% |
| 3Y | +125.8% | +12.3% | +113.6% | +123.3% |
| 5Y | +137.8% | -30.8% | +168.6% | +137.4% |
| 10Y | +221.4% | +150.7% | +70.7% | +211.3% |
| All | +816.6% | +598.0% | +218.6% | +755.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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