+2.8%
GLDM vs RL
+25.5%
-22.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.3% | +8.2% | +1.9% |
| 7D | +1.9% | -4.7% | +6.6% | +2.5% |
| 30D | -1.7% | +3.6% | -5.2% | -2.3% |
| 3M | -3.5% | +0.5% | -4.1% | -3.7% |
| 6M | -10.1% | +6.6% | -16.7% | -10.7% |
| YTD | -5.0% | +8.8% | -13.9% | -7.5% |
| 1Y | +2.8% | +21.8% | -19.0% | -3.0% |
| All | +2.8% | +25.5% | -22.8% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling