+145.9%
GLDM vs RVMD
+627.7%
-481.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -0.5% | +1.0% | -1.6% | -0.6% |
| 30D | +4.4% | +6.4% | -2.0% | +4.3% |
| 3M | -1.1% | +34.9% | -36.0% | -1.6% |
| 6M | -13.7% | +107.6% | -121.2% | -14.8% |
| YTD | +2.8% | +163.7% | -160.9% | +0.8% |
| 1Y | +24.8% | +439.2% | -414.4% | +20.5% |
| 3Y | +127.8% | +499.2% | -371.4% | +117.4% |
| All | +145.9% | +627.7% | -481.8% | +135.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling