+64.2%
RGTI vs GLDM
+141.3%
-77.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +5.0% |
| 7D | +5.5% | +0.7% | +4.7% | +4.9% |
| 30D | -11.9% | +0.3% | -12.2% | -12.0% |
| 3M | -27.4% | +0.7% | -28.1% | -27.5% |
| 6M | -7.1% | -15.4% | +8.4% | +1.1% |
| YTD | -28.6% | +1.0% | -29.6% | -26.4% |
| 1Y | +4.4% | +19.7% | -15.4% | +2.5% |
| 3Y | +698.5% | +126.5% | +572.0% | +504.3% |
| 5Y | +64.2% | +142.5% | -78.3% | +15.8% |
| All | +64.2% | +141.3% | -77.1% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling