+144.2%
RTX vs GLDM
+104.2%
+40.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -5.1% | +4.7% | -9.8% | -5.6% |
| 30D | +5.1% | -0.9% | +6.0% | +5.2% |
| 3M | -14.8% | -4.3% | -10.5% | -14.5% |
| 6M | +8.0% | -13.4% | +21.4% | +9.6% |
| YTD | +4.5% | -5.8% | +10.3% | +5.3% |
| 1Y | +9.8% | +2.1% | +7.8% | +10.2% |
| 3Y | +144.2% | +105.0% | +39.2% | +115.3% |
| All | +144.2% | +104.2% | +40.0% | +115.3% |
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