+147.2%
RTX vs GLDM
+105.8%
+41.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.4% |
| 7D | -3.8% | +1.9% | -5.7% | -4.0% |
| 30D | +4.7% | -1.7% | +6.4% | +4.9% |
| 3M | -13.4% | -3.5% | -9.9% | -13.2% |
| 6M | +11.8% | -10.1% | +21.9% | +13.0% |
| YTD | +5.8% | -5.0% | +10.8% | +6.6% |
| 1Y | +11.9% | +2.8% | +9.1% | +12.2% |
| All | +147.2% | +105.8% | +41.4% | +117.8% |
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