+118.6%
GLD vs RY
+122.0%
-3.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | +4.7% | -0.9% | +5.6% | +4.9% |
| 30D | -0.9% | +5.9% | -6.8% | -2.0% |
| 3M | -4.4% | -4.3% | -0.1% | -3.7% |
| 6M | -13.6% | +12.1% | -25.7% | -15.4% |
| YTD | -6.0% | +20.3% | -26.3% | -9.2% |
| 1Y | +1.8% | +41.0% | -39.2% | -3.8% |
| 3Y | +103.2% | +157.5% | -54.4% | +76.7% |
| All | +118.6% | +122.0% | -3.4% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 5y: compounded portfolio wealth divided by compounded RY 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…
5y analysis · Full analysis span regression · 6 months rolling