+243.6%
RCL vs GLDM
+225.0%
+18.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +2.9% |
| 7D | +5.0% | +5.0% | 0.0% | +4.6% |
| 30D | +19.4% | -1.3% | +20.7% | +19.4% |
| 3M | +5.9% | -4.7% | +10.6% | +6.1% |
| 6M | +23.8% | -12.4% | +36.2% | +24.3% |
| YTD | +22.8% | -4.1% | +26.9% | +24.3% |
| 1Y | +34.3% | +3.3% | +30.9% | +36.3% |
| 3Y | +276.4% | +110.9% | +165.5% | +286.4% |
| 5Y | +281.6% | +124.8% | +156.8% | +285.7% |
| All | +243.6% | +225.0% | +18.5% | +270.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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