+222.0%
GLDM vs RJF
+198.9%
+23.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.8% |
| 7D | +1.9% | +2.2% | -0.3% | +1.9% |
| 30D | -1.7% | +3.4% | -5.1% | -1.6% |
| 3M | -3.5% | -8.7% | +5.2% | -3.8% |
| 6M | -10.1% | +4.1% | -14.2% | -9.9% |
| YTD | -5.0% | +3.7% | -8.8% | -4.9% |
| 1Y | +2.8% | +4.4% | -1.6% | +3.0% |
| 3Y | +105.1% | +69.2% | +35.9% | +109.7% |
| 5Y | +124.3% | +76.6% | +47.7% | +131.2% |
| All | +222.0% | +198.9% | +23.1% | +241.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling