+222.0%
GLDM vs RCAT
-52.7%
+274.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.9% | +15.7% | +0.9% |
| 7D | +1.9% | -32.6% | +34.5% | +2.0% |
| 30D | -1.7% | -46.3% | +44.6% | -1.5% |
| 3M | -3.5% | -60.7% | +57.1% | -3.2% |
| 6M | -10.1% | -67.4% | +57.3% | -9.7% |
| YTD | -5.0% | -57.1% | +52.0% | -4.8% |
| 1Y | +2.8% | -63.8% | +66.6% | +3.1% |
| 3Y | +105.1% | +268.1% | -163.0% | +104.5% |
| 5Y | +124.3% | +25.2% | +99.1% | +123.8% |
| All | +222.0% | -52.7% | +274.7% | +218.4% |
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 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