+105.0%
GLDM vs RPRX
+159.9%
-54.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.7% | +0.2% | +4.5% | +4.6% |
| 30D | -0.9% | +18.6% | -19.4% | -2.1% |
| 3M | -4.3% | +18.0% | -22.3% | -5.4% |
| 6M | -13.4% | +33.8% | -47.2% | -15.1% |
| YTD | -5.8% | +76.6% | -82.4% | -8.8% |
| 1Y | +2.1% | +68.2% | -66.2% | -1.0% |
| 3Y | +105.0% | +161.5% | -56.5% | +93.2% |
| All | +105.0% | +159.9% | -54.8% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling