+121.8%
GLDM vs RRX
+6.5%
+115.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.0% |
| 7D | +4.7% | +7.5% | -2.9% | +4.3% |
| 30D | -0.9% | +3.0% | -3.8% | -1.1% |
| 3M | -4.3% | -5.3% | +1.0% | -4.2% |
| 6M | -13.4% | -26.6% | +13.2% | -12.8% |
| YTD | -5.8% | +21.2% | -27.0% | -6.2% |
| 1Y | +2.1% | +25.9% | -23.9% | +1.6% |
| 3Y | +105.0% | +71.7% | +33.3% | +102.8% |
| All | +121.8% | +6.5% | +115.3% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling