+138.1%
GLDM vs RPRX
+79.2%
+59.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.8% |
| 7D | +5.0% | +3.4% | +1.6% | +4.8% |
| 30D | -1.3% | +20.8% | -22.1% | -2.2% |
| 3M | -4.7% | +21.6% | -26.3% | -5.5% |
| 6M | -12.4% | +36.5% | -48.9% | -13.6% |
| YTD | -4.1% | +80.4% | -84.5% | -6.3% |
| 1Y | +3.3% | +81.8% | -78.5% | +0.9% |
| 3Y | +110.9% | +170.9% | -59.9% | +102.4% |
| 5Y | +124.8% | +95.2% | +29.6% | +117.7% |
| All | +138.1% | +79.2% | +59.0% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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