+225.3%
GLDM vs RCAT
-37.5%
+262.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.4% | -9.5% | +1.8% |
| 7D | +5.0% | +1.1% | +3.8% | +5.0% |
| 30D | -1.3% | -22.0% | +20.7% | -1.2% |
| 3M | -4.7% | -51.1% | +46.4% | -4.5% |
| 6M | -12.4% | -56.6% | +44.2% | -12.2% |
| YTD | -4.1% | -43.3% | +39.2% | -3.9% |
| 1Y | +3.3% | -51.5% | +54.9% | +3.5% |
| 3Y | +110.9% | +411.4% | -300.4% | +110.1% |
| 5Y | +124.8% | +74.4% | +50.4% | +124.0% |
| All | +225.3% | -37.5% | +262.8% | +221.4% |
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