+245.7%
GLDM vs RRX
+129.8%
+115.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.0% |
| 7D | +0.2% | -0.7% | +0.9% | +0.2% |
| 30D | +0.3% | -8.0% | +8.2% | +0.5% |
| 3M | +3.3% | -25.1% | +28.3% | +3.9% |
| 6M | -14.5% | -18.3% | +3.8% | -14.2% |
| YTD | +1.9% | +14.2% | -12.2% | +1.9% |
| 1Y | +21.1% | +13.0% | +8.0% | +21.0% |
| 3Y | +128.6% | +4.2% | +124.4% | +127.9% |
| 5Y | +143.8% | +17.9% | +125.9% | +142.0% |
| All | +245.7% | +129.8% | +115.9% | +243.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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