+222.0%
GLDM vs RRC
+219.7%
+2.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +0.9% |
| 7D | +1.9% | -6.9% | +8.8% | +1.9% |
| 30D | -1.7% | +25.4% | -27.1% | -1.8% |
| 3M | -3.5% | +31.9% | -35.4% | -3.7% |
| 6M | -10.1% | +17.2% | -27.3% | -10.2% |
| YTD | -5.0% | +43.4% | -48.4% | -5.3% |
| 1Y | +2.8% | +36.7% | -34.0% | +2.5% |
| 3Y | +105.1% | +38.8% | +66.3% | +104.4% |
| 5Y | +124.3% | +118.3% | +6.0% | +123.7% |
| All | +222.0% | +219.7% | +2.3% | +234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling