+225.3%
GLDM vs RMBS
+519.2%
-293.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.3% | -6.5% | +1.5% |
| 7D | +5.0% | -3.9% | +8.9% | +5.0% |
| 30D | -1.3% | -24.9% | +23.6% | -0.2% |
| 3M | -4.7% | -20.5% | +15.8% | -4.0% |
| 6M | -12.4% | -37.5% | +25.1% | -11.0% |
| YTD | -4.1% | -12.1% | +8.1% | -4.1% |
| 1Y | +3.3% | -25.0% | +28.4% | +3.7% |
| 3Y | +110.9% | +36.1% | +74.8% | +105.6% |
| 5Y | +124.8% | +236.1% | -111.4% | +109.6% |
| All | +225.3% | +519.2% | -293.8% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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