+4.4%
RDW vs GLDM
+132.2%
-127.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.6% |
| 7D | +4.8% | -3.4% | +8.2% | +6.8% |
| 30D | -19.5% | -1.1% | -18.4% | -19.2% |
| 3M | -26.9% | +5.9% | -32.8% | -29.3% |
| 6M | +17.8% | -16.9% | +34.7% | +28.9% |
| YTD | +43.0% | +0.2% | +42.9% | +48.5% |
| 1Y | +32.1% | +18.6% | +13.5% | +31.2% |
| 3Y | +250.6% | +124.6% | +126.0% | +188.7% |
| 5Y | -6.6% | +140.6% | -147.2% | -27.3% |
| All | +4.4% | +132.2% | -127.8% | -14.9% |
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