+150.6%
RTX vs GLDM
+128.8%
+21.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -5.2% | -0.5% | -4.6% | -5.1% |
| 30D | -9.4% | +4.4% | -13.8% | -9.9% |
| 3M | +12.3% | -1.1% | +13.3% | +12.3% |
| 6M | -3.1% | -13.7% | +10.5% | -1.9% |
| YTD | +10.7% | +2.8% | +7.9% | +10.4% |
| 1Y | +28.4% | +24.8% | +3.6% | +24.2% |
| All | +150.6% | +128.8% | +21.9% | +99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling