+98.4%
GLDM vs RSG
+66.5%
+31.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -2.8% |
| 7D | -5.5% | +1.4% | -6.9% | -5.5% |
| 30D | -7.0% | +15.0% | -22.0% | -6.7% |
| 3M | -12.3% | +18.5% | -30.8% | -12.0% |
| 6M | -17.9% | +25.8% | -43.7% | -18.0% |
| YTD | -10.3% | +20.8% | -31.1% | -10.1% |
| 1Y | -7.8% | +24.8% | -32.6% | -8.0% |
| All | +98.4% | +66.5% | +31.9% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 3y: compounded portfolio wealth divided by compounded RSG 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…
3y analysis · Full analysis span regression · 6 months rolling