+219.4%
GLDM vs RMD
+141.0%
+78.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | +4.7% | +2.3% | +2.3% | +4.5% |
| 30D | -0.9% | +4.1% | -5.0% | -1.1% |
| 3M | -4.3% | +5.7% | -10.0% | -4.7% |
| 6M | -13.4% | +12.9% | -26.3% | -14.1% |
| YTD | -5.8% | -1.5% | -4.3% | -5.9% |
| 1Y | +2.1% | -4.8% | +6.8% | +2.2% |
| 3Y | +105.0% | +57.5% | +47.5% | +99.3% |
| 5Y | +122.5% | -5.5% | +128.0% | +120.5% |
| All | +219.4% | +141.0% | +78.4% | +208.2% |
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