+204.7%
GLDM vs RCAT
-47.2%
+251.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.6% | +0.1% |
| 7D | -4.6% | -5.9% | +1.3% | -4.6% |
| 30D | -5.5% | -19.7% | +14.2% | -5.4% |
| 3M | -10.9% | -62.9% | +52.0% | -10.6% |
| 6M | -17.3% | -59.6% | +42.2% | -17.1% |
| YTD | -10.2% | -52.1% | +41.9% | -9.9% |
| 1Y | -6.9% | -50.9% | +44.0% | -6.7% |
| 3Y | +98.7% | +333.8% | -235.1% | +98.0% |
| 5Y | +106.7% | +40.7% | +66.0% | +106.2% |
| All | +204.7% | -47.2% | +251.9% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling