-16.7%
RKT vs GLDM
+95.6%
-112.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | +17.7% | +4.7% | +13.0% | +15.4% |
| 30D | +31.6% | -0.9% | +32.5% | +31.9% |
| 3M | +13.9% | -4.3% | +18.2% | +16.1% |
| 6M | +2.8% | -13.4% | +16.2% | +9.5% |
| YTD | -22.2% | -5.8% | -16.4% | -19.0% |
| 1Y | -3.5% | +2.1% | -5.6% | -2.3% |
| 3Y | +95.3% | +105.0% | -9.8% | +40.2% |
| 5Y | -0.4% | +122.5% | -122.9% | -33.0% |
| All | -16.7% | +95.6% | -112.3% | -44.6% |
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 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