+204.7%
GLDM vs RJF
+206.9%
-2.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -4.6% | +3.6% | -8.2% | -4.5% |
| 30D | -5.5% | +7.2% | -12.7% | -5.3% |
| 3M | -10.9% | -6.5% | -4.4% | -11.0% |
| 6M | -17.3% | +10.3% | -27.6% | -17.1% |
| YTD | -10.2% | +6.5% | -16.7% | -10.0% |
| 1Y | -6.9% | +6.1% | -13.1% | -6.7% |
| 3Y | +98.7% | +74.9% | +23.8% | +103.3% |
| 5Y | +106.7% | +81.3% | +25.4% | +113.2% |
| All | +204.7% | +206.9% | -2.2% | +223.6% |
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