+248.5%
GLDM vs RJF
+223.3%
+25.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | -0.5% | -0.6% | +0.1% | -0.6% |
| 30D | +4.4% | -1.3% | +5.7% | +4.4% |
| 3M | -1.1% | +18.9% | -19.9% | -0.6% |
| 6M | -13.7% | +15.0% | -28.7% | -13.3% |
| YTD | +2.8% | +12.2% | -9.4% | +3.1% |
| 1Y | +24.8% | +5.6% | +19.2% | +25.0% |
| 3Y | +127.8% | +74.9% | +53.0% | +133.1% |
| 5Y | +141.1% | +106.6% | +34.5% | +150.0% |
| All | +248.5% | +223.3% | +25.2% | +270.7% |
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