+248.5%
GLDM vs RRC
+166.9%
+81.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -0.5% | +1.3% | -1.8% | -0.5% |
| 30D | +4.4% | +10.1% | -5.7% | +4.3% |
| 3M | -1.1% | +4.0% | -5.1% | -1.1% |
| 6M | -13.7% | +1.6% | -15.3% | -13.7% |
| YTD | +2.8% | +19.7% | -16.9% | +2.6% |
| 1Y | +24.8% | +21.4% | +3.4% | +24.6% |
| 3Y | +127.8% | +29.7% | +98.1% | +127.3% |
| 5Y | +141.1% | +153.9% | -12.7% | +141.5% |
| All | +248.5% | +166.9% | +81.6% | +262.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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