+190.3%
RDDT vs GLDM
+99.3%
+91.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -7.4% | +0.2% | -7.5% | -7.4% |
| 30D | -7.7% | +0.3% | -8.0% | -7.8% |
| 3M | -17.8% | +3.3% | -21.1% | -18.7% |
| 6M | +5.5% | -14.5% | +19.9% | +9.4% |
| YTD | -36.3% | +1.9% | -38.2% | -37.2% |
| 1Y | -39.0% | +21.1% | -60.1% | -44.8% |
| All | +190.3% | +99.3% | +91.0% | +56.9% |
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