+229.0%
RCL vs GLDM
+221.7%
+7.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -4.0% | -3.2% |
| 7D | +3.9% | +1.9% | +2.0% | +3.8% |
| 30D | +11.8% | -1.7% | +13.4% | +11.8% |
| 3M | -0.8% | -3.5% | +2.7% | -0.7% |
| 6M | +23.6% | -10.1% | +33.7% | +24.1% |
| YTD | +17.6% | -5.0% | +22.7% | +19.1% |
| 1Y | +28.3% | +2.8% | +25.5% | +30.4% |
| 3Y | +261.4% | +105.1% | +156.3% | +270.9% |
| 5Y | +245.3% | +124.3% | +121.0% | +249.6% |
| All | +229.0% | +221.7% | +7.4% | +254.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling