+204.3%
GLDM vs RMD
+144.7%
+59.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | -7.0% | +1.6% | -8.6% | -7.1% |
| 3M | -12.3% | +6.0% | -18.3% | -12.6% |
| 6M | -17.9% | +17.9% | -35.8% | -18.8% |
| YTD | -10.3% | 0.0% | -10.3% | -10.4% |
| 1Y | -7.8% | -4.5% | -3.2% | -7.7% |
| 3Y | +99.5% | +70.8% | +28.7% | +93.1% |
| 5Y | +106.5% | -2.0% | +108.5% | +104.2% |
| All | +204.3% | +144.7% | +59.6% | +193.3% |
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