+107.0%
GLDM vs RIO
+90.3%
+16.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -4.6% | -0.9% | -3.7% | -4.4% |
| 30D | -5.5% | -9.1% | +3.6% | -3.1% |
| 3M | -10.9% | -13.7% | +2.8% | -7.4% |
| 6M | -17.3% | -24.3% | +7.0% | -11.5% |
| YTD | -10.2% | +8.9% | -19.0% | -10.8% |
| 1Y | -6.9% | +22.7% | -29.6% | -9.5% |
| 3Y | +98.7% | +51.2% | +47.5% | +85.9% |
| All | +107.0% | +90.3% | +16.7% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling