+222.0%
GLDM vs RNG
+7.3%
+214.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +0.9% |
| 7D | +1.9% | -11.2% | +13.1% | +2.1% |
| 30D | -1.7% | -3.8% | +2.1% | -1.6% |
| 3M | -3.5% | +21.1% | -24.7% | -3.9% |
| 6M | -10.1% | +56.2% | -66.3% | -10.9% |
| YTD | -5.0% | +158.8% | -163.8% | -7.1% |
| 1Y | +2.8% | +173.6% | -170.9% | +0.4% |
| 3Y | +105.1% | +163.9% | -58.8% | +99.6% |
| 5Y | +124.3% | -68.1% | +192.4% | +126.1% |
| All | +222.0% | +7.3% | +214.7% | +231.8% |
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