-30.5%
RDW vs GLDM
-17.5%
-13.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -1.6% |
| 7D | +29.7% | -5.5% | +35.2% | +37.1% |
| 30D | -12.3% | -7.0% | -5.3% | -5.3% |
| 3M | -40.5% | -12.3% | -28.2% | -31.7% |
| 6M | -30.5% | -17.9% | -12.6% | +10.2% |
| All | -30.5% | -17.5% | -13.1% | +10.2% |
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