+248.5%
GLDM vs RVTY
+82.6%
+165.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -0.5% | +1.1% | -1.6% | -0.6% |
| 30D | +4.4% | +13.2% | -8.8% | +3.6% |
| 3M | -1.1% | +27.2% | -28.3% | -2.5% |
| 6M | -13.7% | +32.4% | -46.1% | -15.2% |
| YTD | +2.8% | +34.9% | -32.1% | +0.8% |
| 1Y | +24.8% | +52.4% | -27.5% | +21.6% |
| 3Y | +127.8% | +12.3% | +115.5% | +123.8% |
| 5Y | +141.1% | -30.8% | +172.0% | +140.2% |
| All | +248.5% | +82.6% | +165.9% | +235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling