+107.0%
GLDM vs RNG
-72.1%
+179.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -4.6% | +4.6% | -9.2% | -4.7% |
| 30D | -5.5% | +0.4% | -5.9% | -5.5% |
| 3M | -10.9% | +11.4% | -22.3% | -11.0% |
| 6M | -17.3% | +95.7% | -113.0% | -18.0% |
| YTD | -10.2% | +162.9% | -173.0% | -11.6% |
| 1Y | -6.9% | +180.3% | -187.2% | -8.6% |
| 3Y | +98.7% | +188.3% | -89.7% | +94.5% |
| All | +107.0% | -72.1% | +179.0% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling