-26.4%
RDW vs GLDM
+107.1%
-133.5%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.9% | -3.8% |
| 7D | +7.2% | -4.6% | +11.8% | +10.2% |
| 30D | -10.3% | -5.5% | -4.9% | -7.5% |
| 3M | -41.4% | -10.9% | -30.6% | -37.7% |
| 6M | -32.5% | -17.3% | -15.2% | -25.2% |
| YTD | +1.7% | -10.2% | +11.9% | +12.8% |
| 1Y | +39.0% | -6.9% | +46.0% | +53.0% |
| 3Y | +214.2% | +98.7% | +115.6% | +192.6% |
| All | -26.4% | +107.1% | -133.5% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling