+225.3%
GLDM vs RNG
+5.2%
+220.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.8% |
| 7D | +5.0% | -6.2% | +11.2% | +5.1% |
| 30D | -1.3% | -8.0% | +6.7% | -1.2% |
| 3M | -4.7% | +15.7% | -20.4% | -5.0% |
| 6M | -12.4% | +60.3% | -72.7% | -13.2% |
| YTD | -4.1% | +153.8% | -157.8% | -6.1% |
| 1Y | +3.3% | +172.2% | -168.8% | +1.0% |
| 3Y | +110.9% | +174.8% | -63.9% | +105.1% |
| 5Y | +124.8% | -68.6% | +193.4% | +126.6% |
| All | +225.3% | +5.2% | +220.1% | +235.4% |
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