+233.5%
RCL vs GLDM
+219.1%
+14.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | +6.5% | +4.7% | +1.8% | +6.2% |
| 30D | +15.9% | -0.9% | +16.7% | +15.9% |
| 3M | +2.7% | -4.3% | +7.0% | +2.9% |
| 6M | +15.2% | -13.4% | +28.6% | +15.8% |
| YTD | +19.2% | -5.8% | +25.0% | +20.8% |
| 1Y | +31.6% | +2.1% | +29.5% | +33.8% |
| 3Y | +274.2% | +105.0% | +169.2% | +284.4% |
| 5Y | +250.1% | +122.5% | +127.6% | +254.6% |
| All | +233.5% | +219.1% | +14.5% | +259.9% |
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