+99.8%
RDDT vs GLDM
+87.6%
+12.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.9% | +4.1% | +5.1% |
| 7D | +10.8% | +5.0% | +5.8% | +8.3% |
| 30D | -37.0% | -1.3% | -35.7% | -36.4% |
| 3M | -37.7% | -4.7% | -33.0% | -36.4% |
| 6M | -35.3% | -12.4% | -22.9% | -32.4% |
| YTD | -56.2% | -4.1% | -52.1% | -55.6% |
| 1Y | -48.2% | +3.3% | -51.5% | -49.3% |
| All | +99.8% | +87.6% | +12.2% | +10.7% |
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