+204.3%
GLDM vs RIO
+200.6%
+3.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.5% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -7.0% | -10.5% | +3.5% | -5.2% |
| 3M | -12.3% | -15.9% | +3.6% | -9.7% |
| 6M | -17.9% | -22.3% | +4.4% | -14.5% |
| YTD | -10.3% | +9.3% | -19.6% | -10.8% |
| 1Y | -7.8% | +23.0% | -30.8% | -9.5% |
| 3Y | +99.5% | +52.1% | +47.4% | +90.4% |
| 5Y | +106.5% | +88.9% | +17.6% | +92.1% |
| All | +204.3% | +200.6% | +3.6% | +171.6% |
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