+122.7%
GLDM vs RPRX
+79.7%
+43.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.7% |
| 7D | -5.5% | +2.1% | -7.6% | -5.6% |
| 30D | -7.0% | +21.9% | -28.9% | -7.8% |
| 3M | -12.3% | +16.9% | -29.2% | -12.9% |
| 6M | -17.9% | +34.5% | -52.5% | -19.0% |
| YTD | -10.3% | +80.9% | -91.2% | -12.4% |
| 1Y | -7.8% | +77.6% | -85.4% | -9.8% |
| 3Y | +99.5% | +173.5% | -74.1% | +91.3% |
| 5Y | +106.5% | +84.9% | +21.5% | +100.1% |
| All | +122.7% | +79.7% | +43.0% | +114.5% |
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