+133.8%
GLDM vs RPRX
+75.3%
+58.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.7% | +0.2% | +4.5% | +4.7% |
| 30D | -0.9% | +18.6% | -19.4% | -1.6% |
| 3M | -4.3% | +18.0% | -22.3% | -5.0% |
| 6M | -13.4% | +33.8% | -47.2% | -14.5% |
| YTD | -5.8% | +76.6% | -82.4% | -7.9% |
| 1Y | +2.1% | +68.2% | -66.2% | -0.1% |
| 3Y | +105.0% | +161.5% | -56.5% | +97.0% |
| 5Y | +122.5% | +91.4% | +31.1% | +115.7% |
| All | +133.8% | +75.3% | +58.4% | +125.5% |
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