+153.8%
GLDM vs RVMD
+584.4%
-430.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -2.6% |
| 7D | +2.9% | -0.6% | +3.5% | +2.9% |
| 30D | -3.9% | +1.7% | -5.6% | -4.0% |
| 3M | -8.1% | -6.7% | -1.4% | -8.0% |
| 6M | -14.7% | +36.1% | -50.8% | -15.2% |
| YTD | -6.6% | +142.4% | -149.0% | -8.4% |
| 1Y | -2.1% | +207.8% | -209.8% | -4.5% |
| 3Y | +107.7% | +879.5% | -771.8% | +96.9% |
| 5Y | +116.5% | +509.0% | -392.5% | +105.4% |
| All | +153.8% | +584.4% | -430.5% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling