+65.8%
GLDM vs RBRK
+184.7%
-118.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -4.6% | +3.9% | -8.5% | -4.7% |
| 30D | -5.5% | -3.5% | -1.9% | -5.4% |
| 3M | -10.9% | +4.6% | -15.4% | -11.1% |
| 6M | -17.3% | +84.7% | -102.1% | -19.0% |
| YTD | -10.2% | +43.7% | -53.8% | -11.5% |
| 1Y | -6.9% | +55.8% | -62.8% | -8.7% |
| All | +65.8% | +184.7% | -118.8% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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