+274.2%
RCL vs GLDM
+104.2%
+170.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +6.5% | +4.7% | +1.8% | +5.7% |
| 30D | +15.9% | -0.9% | +16.7% | +16.0% |
| 3M | +2.7% | -4.3% | +7.0% | +3.2% |
| 6M | +15.2% | -13.4% | +28.6% | +17.2% |
| YTD | +19.2% | -5.8% | +25.0% | +22.8% |
| 1Y | +31.6% | +2.1% | +29.5% | +35.9% |
| 3Y | +274.2% | +105.0% | +169.2% | +238.8% |
| All | +274.2% | +104.2% | +170.0% | +238.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling