-18.0%
RKT vs GLDM
+97.2%
-115.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | +24.3% | +1.9% | +22.4% | +23.2% |
| 30D | +27.9% | -1.7% | +29.6% | +28.7% |
| 3M | +6.9% | -3.5% | +10.5% | +8.6% |
| 6M | +5.2% | -10.1% | +15.2% | +10.3% |
| YTD | -23.5% | -5.0% | -18.4% | -20.6% |
| 1Y | -9.1% | +2.8% | -11.9% | -8.2% |
| 3Y | +81.5% | +105.1% | -23.6% | +30.3% |
| 5Y | -2.0% | +124.3% | -126.3% | -34.3% |
| All | -18.0% | +97.2% | -115.2% | -45.7% |
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