+107.0%
GLDM vs RSG
+99.6%
+7.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.6% | +2.5% | -7.1% | -4.7% |
| 30D | -5.5% | +12.7% | -18.2% | -5.7% |
| 3M | -10.9% | +17.9% | -28.8% | -11.2% |
| 6M | -17.3% | +25.0% | -42.3% | -18.0% |
| YTD | -10.2% | +20.8% | -31.0% | -10.7% |
| 1Y | -6.9% | +24.3% | -31.2% | -7.8% |
| 3Y | +98.7% | +65.3% | +33.4% | +93.0% |
| All | +107.0% | +99.6% | +7.4% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling