+216.8%
GLDM vs RRC
+226.1%
-9.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.8% | -7.4% | -2.7% |
| 7D | +2.9% | -5.2% | +8.1% | +2.9% |
| 30D | -3.9% | +25.2% | -29.1% | -4.1% |
| 3M | -8.1% | +27.4% | -35.5% | -8.3% |
| 6M | -14.7% | +27.0% | -41.7% | -14.9% |
| YTD | -6.6% | +46.3% | -52.9% | -6.9% |
| 1Y | -2.1% | +37.1% | -39.2% | -2.3% |
| 3Y | +107.7% | +60.2% | +47.5% | +106.9% |
| 5Y | +116.5% | +136.6% | -20.2% | +116.0% |
| All | +216.8% | +226.1% | -9.3% | +228.9% |
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