+106.7%
GLDM vs RBA
+44.2%
+62.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | +1.9% | +7.3% | -5.5% | +1.5% |
| 30D | -1.7% | +16.9% | -18.6% | -2.5% |
| 3M | -3.5% | -0.5% | -3.0% | -3.5% |
| 6M | -10.1% | -10.4% | +0.4% | -9.9% |
| YTD | -5.0% | -7.2% | +2.2% | -5.0% |
| 1Y | +2.8% | -2.2% | +5.0% | +2.5% |
| All | +106.7% | +44.2% | +62.5% | +94.9% |
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