-25.7%
RDW vs GLDM
+108.3%
-134.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.1% |
| YTD | +1.7% | -10.2% | +11.9% | +12.3% |
| 1Y | +39.0% | -6.9% | +46.0% | +52.0% |
| 3Y | +214.2% | +98.7% | +115.6% | +175.8% |
| 5Y | -31.3% | +106.7% | -138.0% | -41.5% |
| All | -25.7% | +108.3% | -134.1% | -35.6% |
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 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