-33.8%
RDDT vs GLDM
-15.8%
-18.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.2% | +8.3% | +8.3% |
| 7D | +3.7% | -2.0% | +5.7% | +5.7% |
| 30D | -33.9% | -4.4% | -29.5% | -30.6% |
| 3M | -32.4% | -8.8% | -23.5% | -26.8% |
| 6M | -33.8% | -15.9% | -17.9% | -20.7% |
| All | -33.8% | -15.8% | -18.0% | -20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling