+204.3%
GLDM vs RMD
+145.3%
+58.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.8% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -7.0% | +1.9% | -8.9% | -7.1% |
| 3M | -12.3% | +6.3% | -18.6% | -12.6% |
| 6M | -17.9% | +18.2% | -36.2% | -18.9% |
| YTD | -10.3% | +0.3% | -10.5% | -10.4% |
| 1Y | -7.8% | -4.3% | -3.5% | -7.7% |
| 3Y | +99.5% | +71.3% | +28.2% | +93.0% |
| 5Y | +106.5% | -1.8% | +108.2% | +104.2% |
| All | +204.3% | +145.3% | +58.9% | +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