+112.8%
GLDM vs RMBS
+249.4%
-136.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -1.4% |
| 7D | -2.0% | +3.0% | -4.9% | -2.2% |
| 30D | -4.4% | -15.5% | +11.1% | -3.8% |
| 3M | -8.8% | -11.5% | +2.6% | -8.6% |
| 6M | -15.9% | -36.5% | +20.7% | -14.6% |
| YTD | -7.7% | -7.1% | -0.6% | -7.8% |
| 1Y | -3.6% | -18.7% | +15.1% | -3.5% |
| 3Y | +105.2% | +36.2% | +69.1% | +101.0% |
| 5Y | +112.8% | +252.0% | -139.2% | +96.9% |
| All | +112.8% | +249.4% | -136.6% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling