+219.4%
GLDM vs RSG
+303.4%
-84.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +4.7% | +1.2% | +3.5% | +4.6% |
| 30D | -0.9% | +14.2% | -15.1% | -1.3% |
| 3M | -4.3% | +18.2% | -22.5% | -4.8% |
| 6M | -13.4% | +24.4% | -37.8% | -14.2% |
| YTD | -5.8% | +17.9% | -23.7% | -6.4% |
| 1Y | +2.1% | +22.3% | -20.3% | +1.2% |
| 3Y | +105.0% | +65.1% | +39.9% | +100.6% |
| 5Y | +122.5% | +97.9% | +24.6% | +116.1% |
| All | +219.4% | +303.4% | -84.0% | +214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling