+143.8%
GLDM vs RVMD
+525.1%
-381.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.8% |
| 7D | -5.5% | -0.7% | -4.8% | -5.5% |
| 30D | -7.0% | -6.4% | -0.6% | -6.9% |
| 3M | -12.3% | -14.1% | +1.8% | -12.1% |
| 6M | -17.9% | +21.0% | -38.9% | -18.2% |
| YTD | -10.3% | +121.4% | -131.7% | -11.9% |
| 1Y | -7.8% | +167.9% | -175.7% | -9.8% |
| 3Y | +99.5% | +794.7% | -695.2% | +89.5% |
| 5Y | +106.5% | +437.2% | -330.7% | +96.4% |
| All | +143.8% | +525.1% | -381.3% | +129.2% |
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