+219.4%
GLDM vs RJF
+196.2%
+23.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | +4.7% | +3.6% | +1.1% | +4.7% |
| 30D | -0.9% | +3.5% | -4.4% | -0.8% |
| 3M | -4.3% | -8.9% | +4.6% | -4.5% |
| 6M | -13.4% | +2.9% | -16.3% | -13.3% |
| YTD | -5.8% | +2.8% | -8.6% | -5.7% |
| 1Y | +2.1% | +2.7% | -0.6% | +2.2% |
| 3Y | +105.0% | +69.3% | +35.7% | +109.7% |
| 5Y | +122.5% | +75.0% | +47.5% | +129.3% |
| All | +219.4% | +196.2% | +23.1% | +239.0% |
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