+213.0%
GLDM vs RVTY
+121.9%
+91.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | -2.0% | -0.7% | -1.2% | -1.9% |
| 30D | -4.4% | +1.7% | -6.2% | -4.6% |
| 3M | -8.8% | +36.8% | -45.6% | -10.6% |
| 6M | -15.9% | +60.1% | -76.0% | -18.3% |
| YTD | -7.7% | +64.0% | -71.7% | -10.6% |
| 1Y | -3.6% | +68.2% | -71.8% | -6.8% |
| 3Y | +105.2% | +88.8% | +16.5% | +96.2% |
| 5Y | +112.8% | -10.5% | +123.3% | +108.8% |
| All | +213.0% | +121.9% | +91.1% | +197.5% |
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