+721.5%
RSP vs IAU
+875.8%
-154.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.4% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -0.3% | +4.4% | -4.8% | -0.6% |
| 3M | +4.3% | -1.1% | +5.3% | +4.3% |
| 6M | +8.8% | -13.7% | +22.5% | +9.7% |
| YTD | +15.3% | +2.7% | +12.5% | +14.9% |
| 1Y | +18.3% | +24.6% | -6.3% | +16.5% |
| 3Y | +52.8% | +126.8% | -74.0% | +44.8% |
| 5Y | +51.7% | +139.5% | -87.8% | +43.0% |
| 10Y | +208.5% | +226.3% | -17.8% | +187.0% |
| All | +721.5% | +875.8% | -154.3% | +595.4% |
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