+86.4%
GLDM vs RBRK
+137.4%
-50.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.6% |
| 7D | +0.7% | +3.7% | -2.9% | +0.6% |
| 30D | +0.3% | +1.7% | -1.4% | +0.2% |
| 3M | +0.7% | +27.7% | -27.0% | -0.1% |
| 6M | -15.4% | +60.3% | -75.7% | -16.7% |
| YTD | +1.0% | +19.8% | -18.8% | +0.1% |
| 1Y | +19.7% | -4.2% | +23.9% | +19.4% |
| All | +86.4% | +137.4% | -50.9% | +75.1% |
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