+53.5%
RGTI vs GLDM
+147.0%
-93.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | -2.5% | -0.5% | -2.0% | -2.2% |
| 30D | -9.4% | +4.4% | -13.8% | -11.4% |
| 3M | -37.1% | -1.1% | -36.0% | -36.5% |
| 6M | -14.4% | -13.7% | -0.7% | -8.1% |
| YTD | -31.4% | +2.8% | -34.1% | -30.0% |
| 1Y | +0.5% | +24.8% | -24.3% | -2.7% |
| 3Y | +726.1% | +127.8% | +598.3% | +536.0% |
| 5Y | +56.2% | +141.1% | -84.9% | +13.6% |
| All | +53.5% | +147.0% | -93.5% | +11.7% |
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