+219.3%
GLDM vs RCAT
-44.4%
+263.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -10.3% | +14.0% | +3.7% |
| 7D | -0.3% | -18.5% | +18.3% | -0.2% |
| 30D | -1.9% | -37.0% | +35.1% | -1.7% |
| 3M | -0.4% | -54.9% | +54.5% | -0.1% |
| 6M | -10.1% | -63.6% | +53.6% | -9.8% |
| YTD | -5.8% | -49.6% | +43.7% | -5.6% |
| 1Y | +3.1% | -57.8% | +60.9% | +3.4% |
| 3Y | +103.4% | +332.4% | -229.0% | +102.7% |
| 5Y | +125.5% | +48.1% | +77.4% | +124.9% |
| All | +219.3% | -44.4% | +263.7% | +215.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling