+222.0%
GLDM vs RVTY
+111.5%
+110.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.2% |
| 7D | +1.9% | -9.0% | +10.9% | +2.4% |
| 30D | -1.7% | -1.6% | -0.1% | -1.6% |
| 3M | -3.5% | +31.2% | -34.7% | -5.2% |
| 6M | -10.1% | +63.6% | -73.7% | -12.7% |
| YTD | -5.0% | +56.3% | -61.3% | -7.8% |
| 1Y | +2.8% | +63.3% | -60.6% | -0.5% |
| 3Y | +105.1% | +72.4% | +32.7% | +97.0% |
| 5Y | +124.3% | -9.6% | +133.9% | +120.3% |
| All | +222.0% | +111.5% | +110.4% | +206.8% |
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