+225.3%
GLDM vs RIO
+211.8%
+13.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.3% |
| 7D | +5.0% | +4.4% | +0.5% | +4.2% |
| 30D | -1.3% | -8.9% | +7.6% | +0.2% |
| 3M | -4.7% | -12.7% | +8.0% | -2.5% |
| 6M | -12.4% | -16.2% | +3.8% | -9.9% |
| YTD | -4.1% | +13.4% | -17.5% | -5.2% |
| 1Y | +3.3% | +30.9% | -27.6% | +0.4% |
| 3Y | +110.9% | +60.2% | +50.8% | +99.8% |
| 5Y | +124.8% | +98.9% | +25.9% | +107.6% |
| All | +225.3% | +211.8% | +13.5% | +188.6% |
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