+219.4%
GLDM vs RVTY
+117.5%
+101.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.0% |
| 7D | +4.7% | -1.2% | +5.9% | +4.7% |
| 30D | -0.9% | +1.0% | -1.9% | -1.0% |
| 3M | -4.3% | +35.8% | -40.1% | -6.1% |
| 6M | -13.4% | +56.7% | -70.1% | -15.8% |
| YTD | -5.8% | +60.7% | -66.5% | -8.7% |
| 1Y | +2.1% | +73.7% | -71.6% | -1.5% |
| 3Y | +105.0% | +82.8% | +22.3% | +96.3% |
| 5Y | +122.5% | -7.0% | +129.5% | +118.2% |
| All | +219.4% | +117.5% | +101.8% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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