+202.6%
RTX vs GLDM
+219.0%
-16.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -2.9% |
| 7D | +1.3% | -0.3% | +1.6% | +1.3% |
| 30D | +7.6% | -1.9% | +9.5% | +7.8% |
| 3M | -8.6% | -0.4% | -8.2% | -8.7% |
| 6M | +15.6% | -10.1% | +25.7% | +16.4% |
| YTD | +9.4% | -5.8% | +15.2% | +9.9% |
| 1Y | +14.7% | +3.1% | +11.6% | +14.9% |
| 3Y | +154.7% | +103.4% | +51.3% | +146.3% |
| 5Y | +150.9% | +125.5% | +25.3% | +140.9% |
| All | +202.6% | +219.0% | -16.4% | +206.8% |
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 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