+189.0%
RTX vs GLDM
+219.1%
-30.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -5.1% | +4.7% | -9.8% | -5.4% |
| 30D | +5.1% | -0.9% | +6.0% | +5.2% |
| 3M | -14.8% | -4.3% | -10.5% | -14.6% |
| 6M | +8.0% | -13.4% | +21.4% | +9.0% |
| YTD | +4.5% | -5.8% | +10.3% | +5.0% |
| 1Y | +9.8% | +2.1% | +7.8% | +10.1% |
| 3Y | +144.2% | +105.0% | +39.2% | +136.1% |
| 5Y | +131.4% | +122.5% | +8.9% | +122.0% |
| All | +189.0% | +219.1% | -30.1% | +193.0% |
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