+2.0%
RDW vs IAU
+131.7%
-129.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.6% |
| 7D | +0.9% | -2.0% | +2.9% | +1.9% |
| 30D | -21.3% | -1.5% | -19.7% | -20.8% |
| 3M | -37.9% | +3.3% | -41.1% | -39.2% |
| 6M | +12.3% | -16.2% | +28.5% | +22.4% |
| YTD | +39.7% | +0.7% | +39.1% | +44.5% |
| 1Y | +25.7% | +19.2% | +6.4% | +24.3% |
| 3Y | +230.8% | +124.4% | +106.4% | +170.3% |
| 5Y | -8.8% | +140.0% | -148.8% | -29.4% |
| All | +2.0% | +131.7% | -129.7% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling