+216.8%
GLDM vs RIO
+205.2%
+11.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.3% |
| 7D | +2.9% | +3.6% | -0.7% | +2.3% |
| 30D | -3.9% | -10.8% | +6.9% | -2.0% |
| 3M | -8.1% | -15.2% | +7.1% | -5.5% |
| 6M | -14.7% | -18.0% | +3.3% | -11.9% |
| YTD | -6.6% | +11.0% | -17.6% | -7.3% |
| 1Y | -2.1% | +26.4% | -28.4% | -4.3% |
| 3Y | +107.7% | +54.4% | +53.3% | +97.7% |
| 5Y | +116.5% | +98.1% | +18.4% | +100.4% |
| All | +216.8% | +205.2% | +11.6% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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