+4.3%
RGTI vs GLDM
+115.7%
-111.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.8% | -4.2% | -5.3% |
| 7D | +4.9% | -5.5% | +10.4% | +8.8% |
| 30D | -19.2% | -7.0% | -12.2% | -15.2% |
| 3M | -43.9% | -12.3% | -31.6% | -39.1% |
| 6M | -45.8% | -17.9% | -27.9% | -39.1% |
| YTD | -53.4% | -10.3% | -43.1% | -48.3% |
| 1Y | -63.5% | -7.8% | -55.7% | -59.9% |
| 3Y | +964.9% | +99.5% | +865.5% | +790.2% |
| 5Y | -2.1% | +106.5% | -108.6% | -22.6% |
| All | +4.3% | +115.7% | -111.3% | -17.5% |
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