+17.8%
RDW vs IAU
-17.3%
+35.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +3.5% |
| 7D | +4.8% | -3.4% | +8.2% | +8.7% |
| 30D | -19.5% | -1.1% | -18.4% | -19.3% |
| 3M | -26.9% | +5.8% | -32.7% | -33.2% |
| 6M | +17.8% | -16.9% | +34.7% | +33.6% |
| All | +17.8% | -17.3% | +35.1% | +33.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling