+248.5%
GLDM vs RRX
+134.5%
+114.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -0.5% | +3.4% | -4.0% | -0.6% |
| 30D | +4.4% | -11.1% | +15.5% | +4.7% |
| 3M | -1.1% | -23.7% | +22.7% | -0.5% |
| 6M | -13.7% | -22.0% | +8.3% | -13.4% |
| YTD | +2.8% | +16.5% | -13.7% | +2.7% |
| 1Y | +24.8% | +11.5% | +13.3% | +24.7% |
| 3Y | +127.8% | +1.5% | +126.3% | +127.1% |
| 5Y | +141.1% | +18.3% | +122.9% | +139.2% |
| All | +248.5% | +134.5% | +114.0% | +246.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling