+12.2%
RGTI vs GLDM
+121.9%
-109.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.2% | -7.4% | -7.8% |
| 7D | -0.9% | -2.0% | +1.1% | +0.4% |
| 30D | -16.2% | -4.4% | -11.7% | -13.6% |
| 3M | -38.6% | -8.8% | -29.7% | -34.9% |
| 6M | -45.8% | -15.9% | -29.9% | -40.1% |
| YTD | -49.8% | -7.7% | -42.2% | -45.4% |
| 1Y | -64.6% | -3.6% | -61.0% | -62.0% |
| 3Y | +1,045.4% | +105.2% | +940.1% | +840.0% |
| 5Y | +6.7% | +112.8% | -106.0% | -17.1% |
| All | +12.2% | +121.9% | -109.7% | -12.9% |
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