-53.9%
RIG vs GLDM
+242.2%
-296.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.2% |
| 7D | -2.7% | +0.7% | -3.5% | -2.9% |
| 30D | +9.5% | +0.3% | +9.2% | +9.3% |
| 3M | -6.6% | +0.7% | -7.3% | -7.0% |
| 6M | -2.9% | -15.4% | +12.6% | +0.7% |
| YTD | +39.5% | +1.0% | +38.5% | +38.4% |
| 1Y | +82.3% | +19.7% | +62.5% | +74.0% |
| 3Y | -29.6% | +126.5% | -156.1% | -42.0% |
| 5Y | +63.2% | +142.5% | -79.3% | +34.0% |
| All | -53.9% | +242.2% | -296.1% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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