+121.8%
GLDM vs RRC
+110.6%
+11.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.7% |
| 7D | +4.7% | -10.8% | +15.5% | +5.0% |
| 30D | -0.9% | +22.3% | -23.2% | -1.6% |
| 3M | -4.3% | +26.6% | -30.9% | -5.1% |
| 6M | -13.4% | +18.9% | -32.3% | -14.0% |
| YTD | -5.8% | +39.2% | -45.0% | -7.1% |
| 1Y | +2.1% | +34.0% | -31.9% | +0.7% |
| 3Y | +105.0% | +42.0% | +63.0% | +101.2% |
| All | +121.8% | +110.6% | +11.1% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling