+213.0%
GLDM vs RMD
+144.3%
+68.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | -2.0% | -0.8% | -1.1% | -1.9% |
| 30D | -4.4% | +1.7% | -6.1% | -4.6% |
| 3M | -8.8% | +6.4% | -15.2% | -9.2% |
| 6M | -15.9% | +20.7% | -36.6% | -16.9% |
| YTD | -7.7% | -0.2% | -7.5% | -7.8% |
| 1Y | -3.6% | -4.5% | +0.9% | -3.5% |
| 3Y | +105.2% | +70.5% | +34.7% | +98.6% |
| 5Y | +112.8% | -1.6% | +114.4% | +110.4% |
| All | +213.0% | +144.3% | +68.7% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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