+4.4%
RDW vs IAU
+130.5%
-126.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.6% |
| 7D | +4.8% | -3.4% | +8.2% | +6.8% |
| 30D | -19.5% | -1.1% | -18.4% | -19.2% |
| 3M | -26.9% | +5.8% | -32.7% | -29.3% |
| 6M | +17.8% | -16.9% | +34.7% | +28.9% |
| YTD | +43.0% | +0.1% | +42.9% | +48.4% |
| 1Y | +32.1% | +18.4% | +13.7% | +31.1% |
| 3Y | +250.6% | +123.6% | +127.1% | +187.3% |
| 5Y | -6.6% | +138.7% | -145.4% | -27.6% |
| All | +4.4% | +130.5% | -126.1% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling