+225.3%
GLDM vs RJF
+205.3%
+20.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.9% |
| 7D | +5.0% | +3.4% | +1.6% | +5.0% |
| 30D | -1.3% | +5.9% | -7.2% | -1.2% |
| 3M | -4.7% | -4.6% | -0.1% | -4.8% |
| 6M | -12.4% | +9.5% | -21.9% | -12.1% |
| YTD | -4.1% | +6.0% | -10.0% | -3.8% |
| 1Y | +3.3% | +4.3% | -1.0% | +3.5% |
| 3Y | +110.9% | +76.6% | +34.4% | +116.0% |
| 5Y | +124.8% | +80.6% | +44.2% | +131.8% |
| All | +225.3% | +205.3% | +20.0% | +245.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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