+1.2%
RDW vs GLDM
+138.3%
-137.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.1% |
| 7D | -3.1% | -0.5% | -2.6% | -2.8% |
| 30D | -1.8% | +4.4% | -6.2% | -4.2% |
| 3M | -50.9% | -1.1% | -49.8% | -50.5% |
| 6M | +13.5% | -13.7% | +27.1% | +21.8% |
| YTD | +38.6% | +2.8% | +35.8% | +41.9% |
| 1Y | +28.3% | +24.8% | +3.4% | +24.9% |
| 3Y | +217.2% | +127.8% | +89.4% | +158.4% |
| 5Y | -14.0% | +141.1% | -155.1% | -33.2% |
| All | +1.2% | +138.3% | -137.1% | -18.6% |
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