+213.0%
GLDM vs RNG
+8.6%
+204.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.2% |
| 7D | -2.0% | -3.5% | +1.6% | -1.9% |
| 30D | -4.4% | -3.8% | -0.7% | -4.4% |
| 3M | -8.8% | +18.6% | -27.4% | -9.1% |
| 6M | -15.9% | +69.2% | -85.1% | -16.8% |
| YTD | -7.7% | +161.9% | -169.6% | -9.7% |
| 1Y | -3.6% | +176.2% | -179.8% | -5.8% |
| 3Y | +105.2% | +174.5% | -69.3% | +99.5% |
| 5Y | +112.8% | -71.9% | +184.7% | +115.4% |
| All | +213.0% | +8.6% | +204.5% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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