+129.7%
GLDM vs RMD
+51.0%
+78.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -0.5% | -5.0% | +4.5% | -0.1% |
| 30D | +4.4% | +2.2% | +2.2% | +4.2% |
| 3M | -1.1% | +17.8% | -18.9% | -2.4% |
| 6M | -13.7% | -11.3% | -2.3% | -13.0% |
| YTD | +2.8% | -4.4% | +7.2% | +3.1% |
| 1Y | +24.8% | -15.7% | +40.6% | +26.2% |
| All | +129.7% | +51.0% | +78.6% | +124.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling