+124.8%
GLDM vs RVTY
-6.1%
+130.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.8% | +1.6% |
| 7D | +5.0% | +6.0% | -1.0% | +4.5% |
| 30D | -1.3% | +4.3% | -5.6% | -1.6% |
| 3M | -4.7% | +40.2% | -44.9% | -7.1% |
| 6M | -12.4% | +59.3% | -71.7% | -15.4% |
| YTD | -4.1% | +66.5% | -70.6% | -7.9% |
| 1Y | +3.3% | +77.5% | -74.1% | -1.2% |
| 3Y | +110.9% | +92.5% | +18.5% | +98.9% |
| 5Y | +124.8% | -6.8% | +131.6% | +115.2% |
| All | +124.8% | -6.1% | +130.9% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling