+206.2%
RDDT vs GLDM
+100.9%
+105.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +1.0% | -0.5% | +1.5% | +1.2% |
| 30D | -0.5% | +4.4% | -4.9% | -2.1% |
| 3M | -16.0% | -1.1% | -15.0% | -15.9% |
| 6M | +4.9% | -13.7% | +18.5% | +8.4% |
| YTD | -32.8% | +2.8% | -35.6% | -33.9% |
| 1Y | -33.5% | +24.8% | -58.3% | -40.6% |
| All | +206.2% | +100.9% | +105.3% | +64.9% |
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 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