+219.4%
GLDM vs RIO
+202.2%
+17.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +4.7% | +2.2% | +2.4% | +4.3% |
| 30D | -0.9% | -10.1% | +9.3% | +0.9% |
| 3M | -4.3% | -14.1% | +9.8% | -1.8% |
| 6M | -13.4% | -18.9% | +5.5% | -10.4% |
| YTD | -5.8% | +9.9% | -15.7% | -6.4% |
| 1Y | +2.1% | +27.0% | -24.9% | -0.3% |
| 3Y | +105.0% | +50.1% | +54.9% | +95.8% |
| 5Y | +122.5% | +95.3% | +27.2% | +106.4% |
| All | +219.4% | +202.2% | +17.1% | +184.8% |
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