+219.4%
GLDM vs RNG
+4.2%
+215.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.8% |
| 7D | +4.7% | -11.3% | +16.0% | +4.9% |
| 30D | -0.9% | -5.7% | +4.8% | -0.8% |
| 3M | -4.3% | +16.8% | -21.1% | -4.6% |
| 6M | -13.4% | +58.5% | -71.9% | -14.2% |
| YTD | -5.8% | +151.3% | -157.1% | -7.8% |
| 1Y | +2.1% | +169.0% | -167.0% | -0.3% |
| 3Y | +105.0% | +156.9% | -51.9% | +99.6% |
| 5Y | +122.5% | -69.0% | +191.5% | +124.4% |
| All | +219.4% | +4.2% | +215.2% | +229.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling