+129.7%
GLDM vs RBA
+36.9%
+92.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -0.5% | -2.9% | +2.4% | -0.4% |
| 30D | +4.4% | -12.3% | +16.7% | +5.1% |
| 3M | -1.1% | -20.5% | +19.5% | -0.2% |
| 6M | -13.7% | -18.5% | +4.9% | -13.2% |
| YTD | +2.8% | -18.2% | +21.0% | +3.5% |
| 1Y | +24.8% | -27.5% | +52.4% | +26.6% |
| All | +129.7% | +36.9% | +92.7% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling